+50.2%
PFE vs RCL
+374.5%
-324.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.4% | +0.4% |
| 7D | -0.7% | +8.5% | -9.2% | -1.3% |
| 30D | +5.3% | +20.4% | -15.1% | +3.8% |
| 3M | +10.1% | +11.0% | -0.9% | +9.1% |
| 6M | +18.0% | +24.9% | -6.8% | +15.6% |
| YTD | +25.8% | +23.9% | +1.9% | +22.8% |
| 1Y | +28.4% | +30.8% | -2.4% | +24.8% |
| 3Y | +20.9% | +270.4% | -249.5% | +7.2% |
| 5Y | -21.5% | +296.1% | -317.6% | -32.1% |
| All | +50.2% | +374.5% | -324.3% | +30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 RCL 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