+292.2%
RCL vs PBR
+459.2%
-167.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.3% |
| 7D | -1.2% | -1.0% | -0.2% | -1.1% |
| 30D | +17.8% | -29.3% | +47.1% | +22.1% |
| 3M | +4.9% | +5.5% | -0.6% | +2.7% |
| 6M | +23.7% | -2.9% | +26.6% | +22.2% |
| YTD | +17.8% | +61.5% | -43.7% | +3.7% |
| 1Y | +28.9% | +46.9% | -17.9% | +15.7% |
| 3Y | +241.9% | +66.4% | +175.4% | +193.8% |
| All | +292.2% | +459.2% | -167.0% | +103.1% |
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