+261.1%
RCL vs PEG
+33.6%
+227.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.0% | +1.7% |
| 7D | +6.5% | -2.3% | +8.8% | +7.8% |
| 30D | +15.9% | +1.2% | +14.7% | +15.2% |
| 3M | +2.7% | -2.4% | +5.0% | +3.9% |
| 6M | +15.2% | -6.9% | +22.1% | +19.1% |
| YTD | +19.2% | -7.2% | +26.5% | +22.8% |
| 1Y | +31.6% | -8.9% | +40.5% | +36.7% |
| 3Y | +274.2% | +27.1% | +247.1% | +214.8% |
| All | +261.1% | +33.6% | +227.6% | +177.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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