+987.3%
RMBS vs PEG
+2,039.7%
-1,052.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.4% | -4.7% | -3.7% |
| 7D | +10.3% | +4.5% | +5.8% | +8.7% |
| 30D | -10.7% | +7.5% | -18.3% | -13.1% |
| 3M | -17.2% | +0.8% | -18.1% | -17.7% |
| 6M | -39.0% | 0.0% | -39.0% | -39.4% |
| YTD | -10.5% | -3.0% | -7.5% | -10.3% |
| 1Y | -11.0% | -4.7% | -6.2% | -10.2% |
| 3Y | +31.3% | +36.5% | -5.1% | +16.7% |
| 5Y | +242.8% | +44.4% | +198.4% | +195.2% |
| 10Y | +536.9% | +170.2% | +366.7% | +333.8% |
| All | +987.3% | +2,039.7% | -1,052.3% | +345.2% |
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