+256.0%
RBA vs PENG
+689.3%
-433.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.5% | +6.4% | +1.5% |
| 7D | +1.7% | +13.2% | -11.5% | +0.4% |
| 30D | +8.3% | -29.9% | +38.3% | +11.1% |
| 3M | +10.5% | -22.2% | +32.8% | +11.4% |
| 6M | -5.9% | -1.9% | -4.0% | -9.5% |
| YTD | -6.9% | +142.1% | -149.0% | -20.2% |
| 1Y | -4.9% | +151.5% | -156.4% | -18.9% |
| 3Y | +64.5% | +206.9% | -142.5% | +32.2% |
| 5Y | +46.1% | +58.2% | -12.2% | +21.5% |
| All | +256.0% | +689.3% | -433.3% | +164.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling