+1,088.9%
RCL vs PBF
+258.1%
+830.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.2% | +6.1% | +2.2% |
| 7D | +8.5% | -15.3% | +23.8% | +12.8% |
| 30D | +20.4% | -21.8% | +42.2% | +27.1% |
| 3M | +11.0% | -0.2% | +11.2% | +9.1% |
| 6M | +24.9% | +63.6% | -38.7% | +5.4% |
| YTD | +23.9% | +147.5% | -123.7% | -11.5% |
| 1Y | +30.8% | +69.8% | -39.0% | +3.5% |
| 3Y | +270.4% | +65.3% | +205.1% | +173.5% |
| 5Y | +296.1% | +393.4% | -97.3% | +87.1% |
| 10Y | +375.0% | +240.3% | +134.7% | +90.8% |
| All | +1,088.9% | +258.1% | +830.8% | +340.9% |
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