+5,843.1%
RCL vs PEG
+1,993.5%
+3,849.7%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.3% | -0.3% | +1.2% |
| 7D | +5.0% | +0.9% | +4.1% | +4.5% |
| 30D | +19.4% | +3.8% | +15.6% | +17.0% |
| 3M | +5.9% | +0.1% | +5.9% | +5.9% |
| 6M | +23.8% | -1.0% | +24.8% | +24.1% |
| YTD | +22.8% | -4.1% | +26.9% | +24.6% |
| 1Y | +34.3% | -6.9% | +41.1% | +38.3% |
| 3Y | +276.4% | +35.6% | +240.8% | +212.0% |
| 5Y | +281.6% | +42.8% | +238.8% | +205.5% |
| 10Y | +379.0% | +160.2% | +218.8% | +192.7% |
| All | +5,843.1% | +1,993.5% | +3,849.7% | +1,842.7% |
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 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