+350.2%
RCL vs PBF
+354.3%
-4.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.3% | -3.5% | -1.1% |
| 7D | -0.5% | +2.4% | -2.8% | -1.1% |
| 30D | -17.3% | +24.9% | -42.2% | -22.5% |
| 3M | -2.8% | +81.9% | -84.6% | -19.1% |
| 6M | -4.4% | +79.4% | -83.8% | -22.9% |
| YTD | -4.2% | +188.3% | -192.5% | -34.2% |
| 1Y | -23.4% | +177.3% | -200.6% | -47.9% |
| 3Y | +179.4% | +56.0% | +123.4% | +111.2% |
| 5Y | +238.8% | +804.0% | -565.3% | +24.3% |
| 10Y | +350.2% | +334.1% | +16.1% | +72.3% |
| All | +350.2% | +354.3% | -4.1% | +72.3% |
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 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