+375.0%
RCL vs PPL
+65.3%
+309.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.8% |
| 7D | +8.5% | 0.0% | +8.5% | +8.5% |
| 30D | +20.4% | +4.3% | +16.1% | +16.6% |
| 3M | +11.0% | +2.9% | +8.1% | +8.5% |
| 6M | +24.9% | +1.1% | +23.7% | +23.1% |
| YTD | +23.9% | +4.5% | +19.4% | +17.6% |
| 1Y | +30.8% | +0.1% | +30.7% | +28.1% |
| 3Y | +270.4% | +55.7% | +214.7% | +145.5% |
| 5Y | +296.1% | +47.6% | +248.5% | +173.0% |
| 10Y | +375.0% | +66.8% | +308.2% | +233.0% |
| All | +375.0% | +65.3% | +309.7% | +233.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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