+365.1%
RCL vs PH
+742.7%
-377.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.9% | -1.5% | -1.3% |
| 7D | +6.5% | +2.0% | +4.5% | +4.2% |
| 30D | +15.9% | -3.7% | +19.6% | +18.9% |
| 3M | +2.7% | -14.0% | +16.7% | +17.0% |
| 6M | +15.2% | +2.1% | +13.1% | +10.1% |
| YTD | +19.2% | +5.1% | +14.2% | +10.5% |
| 1Y | +31.6% | +10.9% | +20.7% | +15.8% |
| 3Y | +274.2% | +132.9% | +141.2% | +54.3% |
| 5Y | +250.1% | +200.1% | +50.0% | +10.8% |
| All | +365.1% | +742.7% | -377.6% | -26.0% |
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