+2.9%
PEP vs RCL
+285.8%
-282.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.9% | +2.8% | -1.0% |
| 7D | -0.3% | -0.2% | -0.1% | -0.3% |
| 30D | +11.8% | +14.4% | -2.6% | +11.1% |
| 3M | +3.7% | +5.2% | -1.5% | +3.4% |
| 6M | -4.3% | +26.1% | -30.5% | -5.3% |
| YTD | +2.1% | +17.4% | -15.2% | +1.0% |
| 1Y | +2.5% | +24.7% | -22.2% | +1.1% |
| 3Y | -5.0% | +250.9% | -256.0% | -12.2% |
| 5Y | +2.9% | +293.8% | -291.0% | -6.0% |
| All | +2.9% | +285.8% | -282.9% | -6.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling