+632.5%
PEP vs RBA
+4,058.7%
-3,426.2%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | +6.7% | +7.3% | -0.7% | +5.7% |
| 30D | +13.5% | +16.9% | -3.4% | +11.1% |
| 3M | +3.9% | -0.5% | +4.4% | +3.8% |
| 6M | -6.0% | -10.4% | +4.4% | -5.0% |
| YTD | +2.5% | -7.2% | +9.7% | +2.7% |
| 1Y | +3.9% | -2.2% | +6.2% | +3.4% |
| 3Y | -4.7% | +43.7% | -48.4% | -10.7% |
| 5Y | +1.1% | +38.7% | -37.6% | -6.1% |
| 10Y | +83.8% | +231.7% | -147.9% | +48.2% |
| All | +632.5% | +4,058.7% | -3,426.2% | +319.2% |
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 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