+1,376.1%
PEG vs RBA
+4,097.8%
-2,721.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | +1.5% | +0.6% | +0.9% | +1.4% |
| 30D | +5.0% | +9.0% | -4.0% | +3.4% |
| 3M | -0.3% | +7.2% | -7.5% | -1.7% |
| 6M | -2.7% | -7.8% | +5.1% | -1.9% |
| YTD | -5.1% | -6.4% | +1.3% | -5.0% |
| 1Y | -8.3% | -4.2% | -4.1% | -8.6% |
| 3Y | +33.0% | +64.1% | -31.0% | +19.6% |
| 5Y | +41.3% | +48.4% | -7.1% | +27.1% |
| 10Y | +164.5% | +209.9% | -45.4% | +103.0% |
| All | +1,376.1% | +4,097.8% | -2,721.7% | +786.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RBA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling