-27.5%
RBA vs PENG
+118.5%
-146.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.4% | -6.1% | +0.1% |
| 7D | -2.9% | +4.5% | -7.5% | -3.1% |
| 30D | -12.3% | -7.1% | -5.2% | -12.2% |
| 3M | -20.5% | -27.3% | +6.7% | -19.6% |
| 6M | -18.5% | +169.6% | -188.1% | -29.8% |
| YTD | -18.2% | +164.6% | -182.9% | -29.7% |
| 1Y | -27.5% | +109.5% | -137.0% | -37.7% |
| All | -27.5% | +118.5% | -146.0% | -37.7% |
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