-5.7%
PG vs RCL
-23.0%
+17.3%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.6% |
| 7D | -0.8% | -1.9% | +1.1% | -0.6% |
| 30D | +0.8% | -15.5% | +16.4% | +2.3% |
| 3M | -1.3% | -9.7% | +8.3% | -0.6% |
| 6M | -3.8% | -8.7% | +4.9% | -3.6% |
| YTD | +3.6% | -5.8% | +9.4% | +2.8% |
| 1Y | -5.7% | -24.5% | +18.7% | -8.6% |
| All | -5.7% | -23.0% | +17.3% | -8.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling