+44.1%
RBA vs PENG
+42.1%
+2.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +12.4% | -13.7% | -2.3% |
| 7D | +4.3% | -19.4% | +23.7% | +5.5% |
| 30D | +16.3% | -42.4% | +58.7% | +20.7% |
| 3M | +1.3% | -25.6% | +27.0% | +2.3% |
| 6M | -11.1% | +7.3% | -18.3% | -15.7% |
| YTD | -8.5% | +113.9% | -122.3% | -20.7% |
| 1Y | -2.1% | +93.6% | -95.7% | -14.4% |
| 3Y | +44.6% | +170.2% | -125.7% | +17.5% |
| All | +44.1% | +42.1% | +2.0% | +18.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling