+331.2%
RCL vs PPG
+26.3%
+304.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | +1.4% |
| 7D | -2.5% | -5.1% | +2.7% | +2.1% |
| 30D | -15.7% | -9.6% | -6.1% | -7.9% |
| 3M | -3.6% | -6.4% | +2.8% | +1.3% |
| 6M | -8.7% | +0.5% | -9.2% | -10.3% |
| YTD | -6.2% | +4.4% | -10.6% | -11.5% |
| 1Y | -22.9% | -0.9% | -22.0% | -23.8% |
| 3Y | +173.6% | -17.0% | +190.5% | +208.0% |
| 5Y | +226.6% | -23.7% | +250.2% | +289.8% |
| All | +331.2% | +26.3% | +304.8% | +232.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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