+80.3%
PEP vs RCL
+396.5%
-316.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.0% | -2.6% | +0.2% |
| 7D | +1.0% | +5.0% | -3.9% | +0.7% |
| 30D | +12.6% | +19.4% | -6.8% | +11.3% |
| 3M | +3.1% | +5.9% | -2.8% | +2.6% |
| 6M | -6.3% | +23.8% | -30.1% | -7.8% |
| YTD | +1.9% | +22.8% | -20.9% | -0.2% |
| 1Y | +3.3% | +34.3% | -31.0% | +0.5% |
| 3Y | -4.8% | +276.4% | -281.3% | -15.3% |
| 5Y | +2.0% | +281.6% | -279.5% | -11.2% |
| 10Y | +80.3% | +379.0% | -298.7% | +51.2% |
| All | +80.3% | +396.5% | -316.2% | +51.2% |
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