+2,656.1%
PG vs RCL
+4,537.3%
-1,881.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.6% |
| 7D | -0.4% | -0.5% | 0.0% | -0.4% |
| 30D | -0.1% | -17.3% | +17.2% | +1.5% |
| 3M | +1.1% | -2.8% | +3.8% | +1.2% |
| 6M | -3.8% | -4.4% | +0.6% | -3.8% |
| YTD | +3.8% | -4.2% | +8.0% | +3.5% |
| 1Y | -5.8% | -23.4% | +17.6% | -4.4% |
| 3Y | +3.0% | +179.4% | -176.4% | -8.0% |
| 5Y | +14.5% | +238.8% | -224.3% | -2.1% |
| 10Y | +117.8% | +350.2% | -232.4% | +66.7% |
| All | +2,656.1% | +4,537.3% | -1,881.2% | +1,384.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling