+238.8%
RCL vs PBF
+735.5%
-496.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.3% | -3.5% | -0.6% |
| 7D | -0.5% | +2.4% | -2.8% | -0.7% |
| 30D | -17.3% | +24.9% | -42.2% | -19.6% |
| 3M | -2.8% | +81.9% | -84.6% | -10.6% |
| 6M | -4.4% | +79.4% | -83.8% | -13.6% |
| YTD | -4.2% | +188.3% | -192.5% | -21.7% |
| 1Y | -23.4% | +177.3% | -200.6% | -37.8% |
| 3Y | +179.4% | +56.0% | +123.4% | +140.9% |
| 5Y | +238.8% | +804.0% | -565.3% | +79.0% |
| All | +238.8% | +735.5% | -496.7% | +79.0% |
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 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