+50.7%
PFE vs RCL
+368.0%
-317.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.4% |
| 7D | -3.0% | +0.6% | -3.6% | -3.0% |
| 30D | +5.2% | +19.4% | -14.2% | +3.7% |
| 3M | +12.2% | +9.8% | +2.5% | +11.3% |
| 6M | +17.8% | +28.6% | -10.8% | +15.1% |
| YTD | +26.2% | +22.2% | +4.0% | +23.3% |
| 1Y | +23.2% | +29.7% | -6.5% | +19.8% |
| 3Y | +21.3% | +265.3% | -244.0% | +7.7% |
| 5Y | -23.1% | +301.8% | -324.8% | -33.6% |
| 10Y | +50.7% | +360.5% | -309.8% | +31.4% |
| All | +50.7% | +368.0% | -317.3% | +31.4% |
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