+350.2%
RCL vs PH
+794.6%
-444.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | +0.4% |
| 7D | -0.5% | +0.4% | -0.8% | -0.8% |
| 30D | -17.3% | -10.8% | -6.5% | -8.1% |
| 3M | -2.8% | +8.5% | -11.2% | -11.0% |
| 6M | -4.4% | +3.9% | -8.3% | -9.4% |
| YTD | -4.2% | +9.4% | -13.6% | -13.5% |
| 1Y | -23.4% | +26.8% | -50.2% | -40.4% |
| 3Y | +179.4% | +140.8% | +38.6% | +12.9% |
| 5Y | +238.8% | +253.8% | -15.0% | -7.5% |
| 10Y | +350.2% | +792.3% | -442.2% | -32.0% |
| All | +350.2% | +794.6% | -444.5% | -32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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