-21.5%
PFE vs RCL
+247.7%
-269.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -3.0% | -1.7% |
| 7D | -3.7% | +6.5% | -10.2% | -4.0% |
| 30D | +5.0% | +15.9% | -10.9% | +4.2% |
| 3M | +12.2% | +2.7% | +9.5% | +12.0% |
| 6M | +14.6% | +15.2% | -0.7% | +13.6% |
| YTD | +24.1% | +19.2% | +4.9% | +22.6% |
| 1Y | +26.6% | +31.6% | -5.0% | +24.5% |
| 3Y | +14.3% | +274.2% | -259.9% | +9.4% |
| All | -21.5% | +247.7% | -269.1% | -33.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling