+75.0%
PEP vs RCL
+335.6%
-260.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.5% | -0.6% |
| 7D | -1.4% | -5.1% | +3.7% | -1.1% |
| 30D | +0.2% | -19.0% | +19.2% | +1.6% |
| 3M | -1.1% | -9.6% | +8.5% | -0.6% |
| 6M | -13.5% | -6.7% | -6.8% | -13.3% |
| YTD | -1.2% | -3.9% | +2.7% | -1.5% |
| 1Y | -1.6% | -25.1% | +23.5% | -0.3% |
| 3Y | -12.5% | +179.1% | -191.6% | -20.6% |
| 5Y | +3.0% | +243.3% | -240.3% | -10.0% |
| All | +75.0% | +335.6% | -260.6% | +39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 RCL 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