+227.1%
RCL vs PBR
+566.8%
-339.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -1.9% |
| 7D | -2.2% | +0.3% | -2.5% | -2.3% |
| 30D | -15.7% | +17.5% | -33.2% | -17.7% |
| 3M | -8.0% | +20.9% | -28.9% | -10.9% |
| 6M | -10.1% | +20.2% | -30.4% | -13.9% |
| YTD | -5.9% | +84.3% | -90.2% | -17.7% |
| 1Y | -23.5% | +77.1% | -100.6% | -32.7% |
| 3Y | +174.4% | +100.8% | +73.6% | +131.0% |
| 5Y | +227.1% | +556.1% | -329.0% | +85.8% |
| All | +227.1% | +566.8% | -339.7% | +85.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling