+22.7%
PEP vs RKT
-11.2%
+33.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.8% | +1.5% | -1.2% |
| 7D | -1.7% | -1.0% | -0.7% | -1.7% |
| 30D | +0.3% | -2.4% | +2.7% | +0.4% |
| 3M | -3.2% | +1.9% | -5.1% | -3.5% |
| 6M | -13.6% | -13.9% | +0.3% | -13.3% |
| YTD | -1.9% | -30.6% | +28.8% | -1.0% |
| 1Y | -0.6% | -34.4% | +33.8% | +0.4% |
| 3Y | -13.6% | +38.2% | -51.8% | -16.1% |
| 5Y | +3.2% | -9.7% | +12.9% | 0.0% |
| All | +22.7% | -11.2% | +33.9% | +17.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling