-10.4%
RBA vs PENG
+10.2%
-20.7%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -23.0% | +22.7% | -0.7% |
| 7D | +7.3% | -36.7% | +44.0% | +6.8% |
| 30D | +16.9% | -42.0% | +59.0% | +16.4% |
| 3M | -0.5% | -33.2% | +32.7% | -1.1% |
| 6M | -10.4% | +2.1% | -12.5% | -9.2% |
| All | -10.4% | +10.2% | -20.7% | -9.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling