+29.7%
RCL vs PBF
+92.2%
-62.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.4% | -0.4% | +3.6% |
| 7D | +5.0% | -7.4% | +12.3% | +3.5% |
| 30D | +19.4% | -17.5% | +36.9% | +15.4% |
| 3M | +5.9% | +13.1% | -7.2% | +10.5% |
| 6M | +23.8% | +72.6% | -48.8% | +46.6% |
| YTD | +22.8% | +161.2% | -138.4% | +43.7% |
| All | +29.7% | +92.2% | -62.5% | +60.9% |
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