+331.9%
RCL vs PR
+86.0%
+245.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | +0.1% |
| 7D | -1.2% | +6.0% | -7.2% | -2.6% |
| 30D | +17.8% | -4.2% | +22.0% | +18.5% |
| 3M | +4.9% | +10.0% | -5.0% | +1.8% |
| 6M | +23.7% | +15.6% | +8.1% | +17.6% |
| YTD | +17.8% | +68.2% | -50.4% | +1.1% |
| 1Y | +28.9% | +79.2% | -50.3% | +8.8% |
| 3Y | +241.9% | +94.9% | +147.0% | +177.8% |
| 5Y | +295.4% | +272.8% | +22.6% | +161.1% |
| All | +331.9% | +86.0% | +245.9% | +111.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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