+227.5%
RCL vs PPG
-23.1%
+250.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.5% | +0.1% |
| 7D | -2.2% | -3.7% | +1.5% | +0.8% |
| 30D | -15.7% | -7.2% | -8.5% | -10.5% |
| 3M | -8.0% | -7.3% | -0.6% | -2.8% |
| 6M | -10.1% | +0.3% | -10.4% | -11.3% |
| YTD | -5.9% | +6.5% | -12.4% | -12.0% |
| 1Y | -23.5% | +0.5% | -24.0% | -25.1% |
| 3Y | +174.4% | -15.3% | +189.7% | +201.4% |
| All | +227.5% | -23.1% | +250.6% | +250.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling