+4,549.4%
RCL vs PPL
+1,194.0%
+3,355.3%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.5% |
| YTD | -3.9% | +1.8% | -5.7% | -5.8% |
| 1Y | -25.1% | -0.8% | -24.3% | -25.6% |
| 3Y | +179.1% | +56.9% | +122.2% | +116.2% |
| 5Y | +243.3% | +39.5% | +203.8% | +183.6% |
| 10Y | +325.8% | +55.4% | +270.4% | +240.4% |
| All | +4,549.4% | +1,194.0% | +3,355.3% | +2,356.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling