+12.8%
PG vs RCL
+223.1%
-210.3%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | -2.7% | -2.5% | -0.2% | -2.6% |
| 30D | -1.5% | -15.7% | +14.1% | -0.8% |
| 3M | -3.4% | -3.6% | +0.3% | -3.3% |
| 6M | -7.0% | -8.7% | +1.7% | -6.8% |
| YTD | +2.0% | -6.2% | +8.1% | +1.9% |
| 1Y | -6.5% | -22.9% | +16.4% | -6.0% |
| 3Y | +1.2% | +173.6% | -172.4% | -4.0% |
| 5Y | +12.8% | +226.6% | -213.8% | +5.6% |
| All | +12.8% | +223.1% | -210.3% | +5.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling