+28.9%
RCL vs PNR
-35.8%
+64.7%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | -1.2% | +0.3% | -1.5% | -1.3% |
| 30D | +17.8% | +31.7% | -13.9% | +3.8% |
| 3M | +4.9% | +2.6% | +2.3% | +3.9% |
| 6M | +23.7% | -6.4% | +30.1% | +25.4% |
| YTD | +17.8% | -33.4% | +51.3% | +44.3% |
| 1Y | +28.9% | -35.1% | +64.0% | +63.0% |
| All | +28.9% | -35.8% | +64.7% | +63.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling