+90.1%
PEP vs RBA
+209.3%
-119.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | +1.1% | +0.6% | +0.5% | +1.0% |
| 30D | +13.6% | +9.0% | +4.7% | +12.0% |
| 3M | +5.1% | +7.2% | -2.1% | +3.8% |
| 6M | -1.6% | -7.8% | +6.1% | -0.9% |
| YTD | +3.3% | -6.4% | +9.7% | +3.4% |
| 1Y | +3.2% | -4.2% | +7.4% | +2.9% |
| 3Y | -3.9% | +64.1% | -68.0% | -13.6% |
| 5Y | +4.0% | +48.4% | -44.4% | -6.3% |
| 10Y | +90.1% | +209.9% | -119.8% | +37.6% |
| All | +90.1% | +209.3% | -119.2% | +37.6% |
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