+227.1%
RCL vs PNR
-20.5%
+247.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.1% | -0.4% |
| 7D | -2.2% | -3.9% | +1.7% | +0.6% |
| 30D | -15.7% | -13.8% | -1.9% | -6.3% |
| 3M | -8.0% | -22.5% | +14.6% | +8.4% |
| 6M | -10.1% | -37.2% | +27.0% | +23.7% |
| YTD | -5.9% | -44.2% | +38.3% | +40.6% |
| 1Y | -23.5% | -46.6% | +23.2% | +18.5% |
| 3Y | +174.4% | -12.5% | +186.9% | +182.5% |
| 5Y | +227.1% | -19.3% | +246.5% | +206.6% |
| All | +227.1% | -20.5% | +247.6% | +206.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling