+269.6%
RCL vs PR
+169.5%
+100.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.2% |
| 7D | -5.1% | +2.9% | -8.0% | -5.8% |
| 30D | -19.0% | +18.0% | -37.0% | -22.3% |
| 3M | -9.6% | +16.9% | -26.4% | -13.6% |
| 6M | -6.7% | +28.2% | -34.9% | -13.6% |
| YTD | -3.9% | +69.3% | -73.3% | -17.0% |
| 1Y | -25.1% | +69.5% | -94.6% | -35.6% |
| 3Y | +179.1% | +81.7% | +97.4% | +131.4% |
| 5Y | +243.3% | +422.2% | -178.9% | +111.3% |
| 10Y | +325.8% | +110.4% | +215.4% | +102.0% |
| All | +269.6% | +169.5% | +100.1% | +73.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling