+261.1%
RCL vs PBF
+407.6%
-146.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +3.0% | +1.5% |
| 7D | +6.5% | -13.8% | +20.3% | +8.0% |
| 30D | +15.9% | -19.6% | +35.5% | +18.2% |
| 3M | +2.7% | +10.3% | -7.6% | +0.7% |
| 6M | +15.2% | +63.4% | -48.2% | +6.6% |
| YTD | +19.2% | +152.6% | -133.4% | -1.4% |
| 1Y | +31.6% | +87.4% | -55.7% | +15.1% |
| 3Y | +274.2% | +63.3% | +210.9% | +214.2% |
| All | +261.1% | +407.6% | -146.5% | +111.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling