+261.1%
RCL vs PH
+197.3%
+63.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.9% | -1.5% | -1.1% |
| 7D | +6.5% | +2.0% | +4.5% | +4.3% |
| 30D | +15.9% | -3.7% | +19.6% | +18.7% |
| 3M | +2.7% | -14.0% | +16.7% | +16.0% |
| 6M | +15.2% | +2.1% | +13.1% | +10.4% |
| YTD | +19.2% | +5.1% | +14.2% | +10.9% |
| 1Y | +31.6% | +10.9% | +20.7% | +16.6% |
| 3Y | +274.2% | +132.9% | +141.2% | +59.2% |
| All | +261.1% | +197.3% | +63.9% | +12.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling