+5,893.7%
RCL vs PEG
+1,983.7%
+3,910.1%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.3% | +1.1% |
| 7D | +8.5% | +2.6% | +6.0% | +7.1% |
| 30D | +20.4% | +3.3% | +17.1% | +18.3% |
| 3M | +11.0% | +1.1% | +9.9% | +10.3% |
| 6M | +24.9% | -1.4% | +26.3% | +25.4% |
| YTD | +23.9% | -4.6% | +28.4% | +26.0% |
| 1Y | +30.8% | -7.2% | +38.0% | +35.1% |
| 3Y | +270.4% | +33.7% | +236.7% | +209.3% |
| 5Y | +296.1% | +40.8% | +255.3% | +219.5% |
| 10Y | +375.0% | +162.8% | +212.2% | +189.1% |
| All | +5,893.7% | +1,983.7% | +3,910.1% | +1,864.1% |
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