+4,549.4%
RCL vs PH
+19,400.9%
-14,851.5%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | -5.1% | -3.1% | -2.0% | -3.0% |
| 30D | -19.0% | -3.2% | -15.8% | -17.5% |
| 3M | -9.6% | +10.6% | -20.2% | -16.2% |
| 6M | -6.7% | -2.1% | -4.6% | -6.2% |
| YTD | -3.9% | +10.2% | -14.1% | -10.8% |
| 1Y | -25.1% | +28.2% | -53.3% | -37.6% |
| 3Y | +179.1% | +134.9% | +44.2% | +52.4% |
| 5Y | +243.3% | +253.6% | -10.3% | +44.5% |
| 10Y | +325.8% | +804.7% | -479.0% | +6.6% |
| All | +4,549.4% | +19,400.9% | -14,851.5% | +385.9% |
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