+30.8%
RCL vs PPL
+1.0%
+29.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +20.0% |
| 3M | +11.0% | +2.9% | +8.1% | +10.1% |
| 6M | +24.9% | +1.1% | +23.7% | +24.3% |
| YTD | +23.9% | +4.5% | +19.4% | +23.3% |
| 1Y | +30.8% | +0.1% | +30.7% | +29.1% |
| All | +30.8% | +1.0% | +29.8% | +29.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling