+24.7%
RCL vs PBF
+83.1%
-58.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +2.2% | -6.2% | -3.5% |
| 7D | -0.2% | +4.3% | -4.5% | +0.7% |
| 30D | +14.4% | -21.8% | +36.2% | +9.5% |
| 3M | +5.2% | +1.7% | +3.4% | +6.8% |
| 6M | +26.1% | +69.8% | -43.7% | +48.7% |
| YTD | +17.4% | +167.7% | -150.4% | +38.2% |
| 1Y | +24.7% | +89.0% | -64.3% | +55.0% |
| All | +24.7% | +83.1% | -58.4% | +55.0% |
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