+227.1%
RCL vs PEG
+32.7%
+194.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.4% | -0.7% |
| 7D | -2.2% | -1.0% | -1.2% | -1.7% |
| 30D | -15.7% | -2.6% | -13.0% | -14.6% |
| 3M | -8.0% | -7.6% | -0.3% | -4.4% |
| 6M | -10.1% | -12.2% | +2.0% | -4.6% |
| YTD | -5.9% | -8.1% | +2.2% | -2.7% |
| 1Y | -23.5% | -7.0% | -16.5% | -21.6% |
| 3Y | +174.4% | +30.6% | +143.8% | +127.9% |
| 5Y | +227.1% | +34.4% | +192.8% | +172.7% |
| All | +227.1% | +32.7% | +194.5% | +172.7% |
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