-3.9%
RBA vs PENG
+103.2%
-107.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.7% | +0.4% |
| 7D | +3.2% | -16.1% | +19.3% | +3.5% |
| 30D | +12.0% | -41.5% | +53.5% | +13.5% |
| 3M | +2.9% | -19.1% | +22.0% | +2.7% |
| 6M | -6.3% | +0.9% | -7.2% | -9.9% |
| YTD | -5.9% | +128.2% | -134.1% | -21.1% |
| 1Y | -3.9% | +98.6% | -102.5% | -18.0% |
| All | -3.9% | +103.2% | -107.1% | -18.0% |
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