+606.4%
PEP vs RBA
+3,565.6%
-2,959.1%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.7% |
| 7D | -1.4% | -2.9% | +1.5% | -1.0% |
| 30D | +0.2% | -12.3% | +12.5% | +1.9% |
| 3M | -1.1% | -20.5% | +19.4% | +1.6% |
| 6M | -13.5% | -18.5% | +5.1% | -11.5% |
| YTD | -1.2% | -18.2% | +17.0% | +0.8% |
| 1Y | -1.6% | -27.5% | +26.0% | +2.0% |
| 3Y | -12.5% | +38.1% | -50.6% | -17.7% |
| 5Y | +3.0% | +44.8% | -41.8% | -5.0% |
| 10Y | +73.9% | +187.1% | -113.2% | +43.0% |
| All | +606.4% | +3,565.6% | -2,959.1% | +311.4% |
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