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  • RMBS vs PEG✓SelectedUSD · PEGRMBS vs PEG performance historyLatest closeAs of+1.67%09/08
Stock and ETF performance explorer

RMBS vs PEG

vs
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Portfolio return
+1,049.0%
PEG return
+1,974.5%
Excess return
-925.6%
Maximum drawdown
-97.2%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1990-01-01 to 2026-09-08.

Portfolio and benchmark returns by period
PeriodPortfolioPEGExcessAlpha
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