+38.7%
RBA vs PENG
+31.0%
+7.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -23.0% | +22.7% | +1.5% |
| 7D | +7.3% | -36.7% | +44.0% | +10.7% |
| 30D | +16.9% | -42.0% | +59.0% | +21.1% |
| 3M | -0.5% | -33.2% | +32.7% | +1.3% |
| 6M | -10.4% | +2.1% | -12.5% | -15.0% |
| YTD | -7.2% | +90.3% | -97.5% | -18.8% |
| 1Y | -2.2% | +67.7% | -69.9% | -13.4% |
| 3Y | +43.7% | +154.2% | -110.5% | +17.2% |
| 5Y | +38.7% | +28.3% | +10.4% | +15.1% |
| All | +38.7% | +31.0% | +7.7% | +15.1% |
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