+80.1%
PEP vs RBA
+224.6%
-144.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.4% | -0.8% |
| 7D | +2.9% | +4.3% | -1.4% | +2.3% |
| 30D | +14.2% | +16.3% | -2.1% | +11.5% |
| 3M | +3.2% | +1.3% | +1.9% | +2.8% |
| 6M | -7.4% | -11.1% | +3.6% | -6.2% |
| YTD | +1.5% | -8.5% | +9.9% | +1.9% |
| 1Y | +3.9% | -2.1% | +6.0% | +3.1% |
| 3Y | -5.5% | +44.6% | -50.1% | -13.1% |
| 5Y | +0.1% | +36.8% | -36.7% | -8.2% |
| All | +80.1% | +224.6% | -144.5% | +35.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling