-23.5%
RCL vs PBF
+172.0%
-195.5%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.9% |
| 7D | -2.2% | +1.4% | -3.6% | -2.0% |
| 30D | -15.7% | +15.8% | -31.5% | -13.1% |
| 3M | -8.0% | +90.3% | -98.2% | +6.0% |
| 6M | -10.1% | +102.8% | -112.9% | +3.7% |
| YTD | -5.9% | +187.3% | -193.2% | +7.9% |
| 1Y | -23.5% | +161.8% | -185.3% | -11.4% |
| All | -23.5% | +172.0% | -195.5% | -11.4% |
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