-25.1%
RCL vs PBF
+176.4%
-201.4%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | -0.4% |
| 7D | -5.1% | +4.3% | -9.4% | -4.3% |
| 30D | -19.0% | +22.0% | -41.0% | -15.6% |
| 3M | -9.6% | +74.5% | -84.1% | +2.5% |
| 6M | -6.7% | +67.7% | -74.4% | +6.5% |
| YTD | -3.9% | +179.2% | -183.1% | +10.0% |
| 1Y | -25.1% | +170.0% | -195.1% | -13.3% |
| All | -25.1% | +176.4% | -201.4% | -13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 1y: compounded portfolio wealth divided by compounded PBF 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…
1y analysis · Full analysis span regression · 6 months rolling