+379.0%
RCL vs PH
+778.3%
-399.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.2% | -1.2% | -0.9% |
| 7D | +5.0% | +3.0% | +1.9% | +1.6% |
| 30D | +19.4% | -0.6% | +20.0% | +19.0% |
| 3M | +5.9% | -10.7% | +16.7% | +16.5% |
| 6M | +23.8% | +9.1% | +14.7% | +11.1% |
| YTD | +22.8% | +9.5% | +13.3% | +9.4% |
| 1Y | +34.3% | +14.0% | +20.2% | +15.2% |
| 3Y | +276.4% | +138.9% | +137.6% | +51.8% |
| 5Y | +281.6% | +209.1% | +72.4% | +17.5% |
| 10Y | +379.0% | +737.3% | -358.3% | -26.7% |
| All | +379.0% | +778.3% | -399.3% | -26.7% |
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