-3.0%
RBA vs PENG
+120.5%
-123.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -9.1% | +11.2% | +2.2% |
| 7D | +12.7% | -20.5% | +33.1% | +13.2% |
| 30D | +15.5% | -20.4% | +35.9% | +16.0% |
| 3M | -14.0% | -16.4% | +2.4% | -14.1% |
| 6M | -8.8% | +49.2% | -58.0% | -16.1% |
| YTD | -6.9% | +147.2% | -154.1% | -21.9% |
| 1Y | -3.0% | +124.7% | -127.7% | -17.7% |
| All | -3.0% | +120.5% | -123.5% | -17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 1y: compounded portfolio wealth divided by compounded PENG 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…
1y analysis · Full analysis span regression · 6 months rolling