+558.9%
RMBS vs PEG
+148.0%
+410.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | +1.8% | -0.9% | +2.6% | +2.1% |
| 30D | -13.9% | -3.7% | -10.2% | -12.7% |
| 3M | -39.8% | -7.3% | -32.5% | -38.3% |
| 6M | -6.0% | -10.5% | +4.5% | -2.5% |
| YTD | -5.4% | -7.5% | +2.1% | -3.2% |
| 1Y | -1.8% | -8.7% | +6.9% | +0.9% |
| 3Y | +53.7% | +31.4% | +22.3% | +36.7% |
| 5Y | +268.5% | +37.8% | +230.7% | +215.9% |
| All | +558.9% | +148.0% | +410.9% | +363.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling