+1,030.0%
RMBS vs PEG
+1,959.4%
-929.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.5% | +1.4% |
| 7D | -0.3% | +0.7% | -1.0% | -0.6% |
| 30D | -12.2% | -2.4% | -9.7% | -11.4% |
| 3M | -49.5% | -4.8% | -44.7% | -49.0% |
| 6M | -7.1% | -10.7% | +3.5% | -4.0% |
| YTD | -7.0% | -6.7% | -0.3% | -5.4% |
| 1Y | +13.3% | -6.8% | +20.2% | +15.4% |
| 3Y | +49.2% | +34.5% | +14.8% | +33.4% |
| 5Y | +250.0% | +35.8% | +214.2% | +208.1% |
| 10Y | +495.1% | +141.7% | +353.4% | +320.9% |
| All | +1,030.0% | +1,959.4% | -929.4% | +369.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling