+241.9%
RCL vs PH
+135.5%
+106.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -1.2% | +4.3% | -5.5% | -4.2% |
| 30D | +17.8% | +0.1% | +17.7% | +17.0% |
| 3M | +4.9% | -9.4% | +14.3% | +12.3% |
| 6M | +23.7% | +8.8% | +15.0% | +13.5% |
| YTD | +17.8% | +9.6% | +8.2% | +7.3% |
| 1Y | +28.9% | +14.4% | +14.5% | +13.6% |
| 3Y | +241.9% | +134.5% | +107.4% | +89.2% |
| All | +241.9% | +135.5% | +106.4% | +89.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling