+116.1%
PG vs RCL
+346.0%
-229.9%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.6% |
| 7D | -0.8% | -1.9% | +1.1% | -0.7% |
| 30D | +0.8% | -15.5% | +16.4% | +1.6% |
| 3M | -1.3% | -9.7% | +8.3% | -0.9% |
| 6M | -3.8% | -8.7% | +4.9% | -3.6% |
| YTD | +3.6% | -5.8% | +9.4% | +3.6% |
| 1Y | -5.7% | -24.5% | +18.7% | -5.0% |
| 3Y | +1.6% | +173.9% | -172.3% | -3.9% |
| 5Y | +14.6% | +228.0% | -213.4% | +6.0% |
| All | +116.1% | +346.0% | -229.9% | +95.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 10y: compounded portfolio wealth divided by compounded RCL 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…
10y analysis · Full analysis span regression · 6 months rolling