+47.7%
RBA vs PENG
+56.2%
-8.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +9.3% | -6.8% | +1.7% |
| 7D | +2.5% | -3.8% | +6.3% | +2.4% |
| 30D | +11.6% | -40.1% | +51.7% | +15.5% |
| 3M | +1.5% | -21.8% | +23.3% | +2.1% |
| 6M | -6.6% | +3.3% | -10.0% | -10.8% |
| YTD | -6.3% | +133.6% | -139.9% | -19.4% |
| 1Y | -4.0% | +110.7% | -114.6% | -16.5% |
| 3Y | +47.3% | +204.3% | -157.0% | +18.4% |
| 5Y | +47.7% | +54.4% | -6.7% | +21.3% |
| All | +47.7% | +56.2% | -8.6% | +21.3% |
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