+7.4%
PLD vs RCL
+33.5%
-26.1%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.4% |
| 7D | +0.8% | +8.5% | -7.7% | -0.2% |
| 30D | +0.5% | +20.4% | -19.9% | -1.7% |
| 3M | -5.5% | +11.0% | -16.5% | -6.7% |
| 6M | -8.3% | +24.9% | -33.2% | -11.1% |
| YTD | +4.3% | +23.9% | -19.6% | +0.4% |
| 1Y | +7.4% | +30.8% | -23.4% | +2.2% |
| All | +7.4% | +33.5% | -26.1% | +2.2% |
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