+4,549.4%
RCL vs PEG
+1,937.8%
+2,611.6%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -5.1% | +0.7% | -5.8% | -5.4% |
| 30D | -19.0% | -2.4% | -16.6% | -18.0% |
| 3M | -9.6% | -4.8% | -4.8% | -7.3% |
| 6M | -6.7% | -10.7% | +4.0% | -1.4% |
| YTD | -3.9% | -6.7% | +2.8% | -1.1% |
| 1Y | -25.1% | -6.8% | -18.2% | -23.0% |
| 3Y | +179.1% | +34.5% | +144.6% | +131.3% |
| 5Y | +243.3% | +35.8% | +207.6% | +181.7% |
| 10Y | +325.8% | +141.7% | +184.0% | +168.8% |
| All | +4,549.4% | +1,937.8% | +2,611.6% | +1,441.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling