+28.1%
PEP vs RKT
-2.0%
+30.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.3% |
| 7D | +6.7% | +24.3% | -17.7% | +5.7% |
| 30D | +13.5% | +27.9% | -14.3% | +12.3% |
| 3M | +3.9% | +6.9% | -3.0% | +3.5% |
| 6M | -6.0% | +5.2% | -11.2% | -6.5% |
| YTD | +2.5% | -23.5% | +25.9% | +2.9% |
| 1Y | +3.9% | -9.1% | +13.0% | +3.5% |
| 3Y | -4.7% | +81.5% | -86.1% | -8.4% |
| 5Y | +1.1% | -2.0% | +3.1% | -2.5% |
| All | +28.1% | -2.0% | +30.1% | +21.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling