+5,578.7%
RCL vs PH
+19,307.5%
-13,728.8%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.5% | -2.4% | -2.9% |
| 7D | -0.2% | +7.4% | -7.6% | -5.0% |
| 30D | +14.4% | +0.5% | +13.9% | +13.4% |
| 3M | +5.2% | -10.2% | +15.4% | +12.5% |
| 6M | +26.1% | +8.9% | +17.2% | +17.2% |
| YTD | +17.4% | +9.7% | +7.7% | +8.6% |
| 1Y | +24.7% | +12.8% | +11.9% | +13.3% |
| 3Y | +250.9% | +134.6% | +116.3% | +91.5% |
| 5Y | +293.8% | +204.5% | +89.3% | +82.9% |
| 10Y | +342.4% | +697.5% | -355.2% | +18.8% |
| All | +5,578.7% | +19,307.5% | -13,728.8% | +491.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling