-13.1%
PEP vs RKT
+45.2%
-58.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.5% | -0.6% |
| 7D | -1.4% | +2.1% | -3.5% | -1.5% |
| 30D | +0.2% | +1.4% | -1.2% | +0.1% |
| 3M | -1.1% | +6.3% | -7.4% | -1.6% |
| 6M | -13.5% | -15.5% | +2.0% | -13.1% |
| YTD | -1.2% | -27.4% | +26.2% | -0.4% |
| 1Y | -1.6% | -26.6% | +25.0% | -1.0% |
| All | -13.1% | +45.2% | -58.3% | -18.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling