+331.2%
RCL vs PNR
+66.6%
+264.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | +0.9% |
| 7D | -2.5% | -5.5% | +3.0% | +2.3% |
| 30D | -15.7% | -15.6% | -0.1% | -2.7% |
| 3M | -3.6% | -20.2% | +16.6% | +13.8% |
| 6M | -8.7% | -36.6% | +28.0% | +31.4% |
| YTD | -6.2% | -45.0% | +38.8% | +51.3% |
| 1Y | -22.9% | -47.4% | +24.6% | +29.6% |
| 3Y | +173.6% | -13.7% | +187.3% | +183.4% |
| 5Y | +226.6% | -20.8% | +247.4% | +258.1% |
| All | +331.2% | +66.6% | +264.6% | +128.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 10y: compounded portfolio wealth divided by compounded PNR 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…
10y analysis · Full analysis span regression · 6 months rolling