+822.2%
RCL vs PBF
+303.9%
+518.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.2% |
| 7D | -5.1% | +4.3% | -9.4% | -6.2% |
| 30D | -19.0% | +22.0% | -41.0% | -23.4% |
| 3M | -9.6% | +74.5% | -84.1% | -23.5% |
| 6M | -6.7% | +67.7% | -74.4% | -22.9% |
| YTD | -3.9% | +179.2% | -183.1% | -32.5% |
| 1Y | -25.1% | +170.0% | -195.1% | -48.0% |
| 3Y | +179.1% | +66.4% | +112.7% | +108.6% |
| 5Y | +243.3% | +764.5% | -521.2% | +36.2% |
| 10Y | +325.8% | +358.5% | -32.8% | +61.2% |
| All | +822.2% | +303.9% | +518.4% | +236.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling