+3.7%
PEP vs RKT
-9.4%
+13.1%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +8.7% | -4.9% | +3.2% |
| 7D | +7.4% | +29.7% | -22.4% | +5.8% |
| 30D | +13.3% | +28.5% | -15.2% | +11.7% |
| 3M | +3.5% | +6.4% | -2.9% | +2.7% |
| 6M | -5.9% | +7.1% | -13.0% | -6.7% |
| YTD | +2.3% | -22.5% | +24.7% | +0.5% |
| 1Y | +3.7% | -10.4% | +14.1% | +1.1% |
| All | +3.7% | -9.4% | +13.1% | +1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RKT.
Daily Out/Under-Performance
Portfolio return minus RKT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RKT 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 1y: compounded portfolio wealth divided by compounded RKT 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…
1y analysis · Full analysis span regression · 6 months rolling