+234.8%
RCL vs PPL
+39.5%
+195.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -5.1% | +2.7% | -7.8% | -6.3% |
| 30D | -19.0% | +0.5% | -19.5% | -19.2% |
| 3M | -9.6% | +0.7% | -10.2% | -10.0% |
| 6M | -6.7% | -7.6% | +0.9% | -3.4% |
| YTD | -3.9% | +1.8% | -5.7% | -6.2% |
| 1Y | -25.1% | -0.8% | -24.3% | -25.8% |
| 3Y | +179.1% | +56.9% | +122.2% | +98.0% |
| All | +234.8% | +39.5% | +195.3% | +155.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling