+2.9%
PEP vs RBA
+46.2%
-43.4%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -1.0% |
| 7D | -0.3% | -0.5% | +0.2% | -0.3% |
| 30D | +11.8% | +6.8% | +4.9% | +11.0% |
| 3M | +3.7% | +9.5% | -5.8% | +2.7% |
| 6M | -4.3% | -8.2% | +3.9% | -3.9% |
| YTD | +2.1% | -7.7% | +9.9% | +2.3% |
| 1Y | +2.5% | -6.9% | +9.4% | +2.6% |
| 3Y | -5.0% | +61.6% | -66.7% | -10.1% |
| 5Y | +2.9% | +44.7% | -41.9% | -0.5% |
| All | +2.9% | +46.2% | -43.4% | -0.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling