+240.5%
RMBS vs PEG
+43.5%
+197.0%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.4% | -4.7% | -3.7% |
| 7D | +10.3% | +4.5% | +5.8% | +8.8% |
| 30D | -10.7% | +7.5% | -18.3% | -13.1% |
| 3M | -17.2% | +0.8% | -18.1% | -17.6% |
| 6M | -39.0% | 0.0% | -39.0% | -39.5% |
| YTD | -10.5% | -3.0% | -7.5% | -10.4% |
| 1Y | -11.0% | -4.7% | -6.2% | -10.3% |
| 3Y | +31.3% | +36.5% | -5.1% | +20.6% |
| All | +240.5% | +43.5% | +197.0% | +204.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling