+379.0%
RCL vs PBF
+299.9%
+79.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.4% | -0.4% | +2.1% |
| 7D | +5.0% | -7.4% | +12.3% | +6.8% |
| 30D | +19.4% | -17.5% | +36.9% | +24.6% |
| 3M | +5.9% | +13.1% | -7.2% | +0.5% |
| 6M | +23.8% | +72.6% | -48.8% | +2.2% |
| YTD | +22.8% | +161.2% | -138.4% | -15.0% |
| 1Y | +34.3% | +93.3% | -59.1% | +1.1% |
| 3Y | +276.4% | +80.7% | +195.8% | +166.3% |
| 5Y | +281.6% | +396.1% | -114.5% | +69.8% |
| 10Y | +379.0% | +252.3% | +126.7% | +86.1% |
| All | +379.0% | +299.9% | +79.1% | +86.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling