-4.9%
RBA vs PENG
+130.4%
-135.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.5% | +6.4% | +1.0% |
| 7D | +1.7% | +13.2% | -11.5% | +1.5% |
| 30D | +8.3% | -29.9% | +38.3% | +9.2% |
| 3M | +10.5% | -22.2% | +32.8% | +10.7% |
| 6M | -5.9% | -1.9% | -4.0% | -8.8% |
| YTD | -6.9% | +142.1% | -149.0% | -22.8% |
| 1Y | -4.9% | +151.5% | -156.4% | -21.8% |
| All | -4.9% | +130.4% | -135.2% | -21.8% |
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