-4.6%
PEP vs RBA
+44.2%
-48.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | +6.7% | +7.3% | -0.7% | +6.1% |
| 30D | +13.5% | +16.9% | -3.4% | +12.1% |
| 3M | +3.9% | -0.5% | +4.4% | +3.8% |
| 6M | -6.0% | -10.4% | +4.4% | -5.5% |
| YTD | +2.5% | -7.2% | +9.7% | +2.4% |
| 1Y | +3.9% | -2.2% | +6.2% | +3.4% |
| All | -4.6% | +44.2% | -48.8% | -6.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling