+1,049.0%
RMBS vs PEG
+1,974.5%
-925.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +0.9% | +1.4% |
| 7D | +3.0% | +1.0% | +1.9% | +2.6% |
| 30D | -14.4% | -1.9% | -12.5% | -13.9% |
| 3M | -42.8% | -3.7% | -39.2% | -42.3% |
| 6M | -1.4% | -9.4% | +8.0% | +1.5% |
| YTD | -5.4% | -6.0% | +0.6% | -4.0% |
| 1Y | +18.6% | -4.4% | +22.9% | +19.6% |
| 3Y | +57.3% | +33.5% | +23.7% | +41.0% |
| 5Y | +265.7% | +35.7% | +230.0% | +222.0% |
| 10Y | +546.0% | +140.4% | +405.6% | +357.6% |
| All | +1,049.0% | +1,974.5% | -925.6% | +376.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded PEG 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling