+5,591.8%
RCL vs PPL
+1,237.9%
+4,353.9%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.8% | -3.9% | -3.5% |
| 7D | +3.9% | +1.0% | +2.9% | +3.4% |
| 30D | +11.8% | +6.8% | +4.9% | +8.1% |
| 3M | -0.8% | +3.9% | -4.7% | -2.7% |
| 6M | +23.6% | -2.0% | +25.7% | +24.5% |
| YTD | +17.6% | +5.3% | +12.4% | +13.5% |
| 1Y | +28.3% | +2.2% | +26.1% | +25.5% |
| 3Y | +261.4% | +56.7% | +204.7% | +181.2% |
| 5Y | +245.3% | +49.1% | +196.3% | +176.4% |
| 10Y | +381.8% | +63.6% | +318.2% | +276.7% |
| All | +5,591.8% | +1,237.9% | +4,353.9% | +2,859.4% |
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 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