-24.5%
RCL vs PBR
+74.3%
-98.8%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.3% | +0.2% |
| 7D | -1.9% | +5.4% | -7.3% | -0.3% |
| 30D | -15.5% | +22.9% | -38.4% | -9.9% |
| 3M | -9.7% | +19.6% | -29.3% | -4.0% |
| 6M | -8.7% | +16.5% | -25.2% | -5.6% |
| YTD | -5.8% | +86.7% | -92.4% | +1.2% |
| 1Y | -24.5% | +74.7% | -99.2% | -19.7% |
| All | -24.5% | +74.3% | -98.8% | -19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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