+32.0%
RCL vs PBF
+120.1%
-88.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -6.7% | +13.1% | +5.1% |
| 7D | +11.7% | -0.9% | +12.6% | +11.6% |
| 30D | +21.1% | -13.7% | +34.8% | +18.4% |
| 3M | +2.9% | +10.6% | -7.7% | +6.5% |
| 6M | +29.8% | +61.2% | -31.4% | +50.1% |
| YTD | +21.4% | +172.7% | -151.3% | +40.6% |
| 1Y | +32.0% | +111.0% | -79.0% | +59.5% |
| All | +32.0% | +120.1% | -88.0% | +59.5% |
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