-2.5%
PFE vs RCL
+179.1%
-181.6%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | +1.8% | -5.1% | +6.8% | +2.2% |
| 30D | +10.2% | -19.0% | +29.2% | +12.3% |
| 3M | +12.7% | -9.6% | +22.3% | +13.4% |
| 6M | +10.5% | -6.7% | +17.2% | +10.7% |
| YTD | +20.2% | -3.9% | +24.1% | +19.6% |
| 1Y | +24.1% | -25.1% | +49.2% | +25.9% |
| All | -2.5% | +179.1% | -181.6% | -15.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling