+4,549.4%
RCL vs PNR
+1,842.8%
+2,706.5%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.5% | -0.3% |
| 7D | -5.1% | -2.4% | -2.7% | -3.7% |
| 30D | -19.0% | -12.8% | -6.2% | -12.1% |
| 3M | -9.6% | -17.0% | +7.4% | -0.3% |
| 6M | -6.7% | -37.4% | +30.7% | +21.7% |
| YTD | -3.9% | -41.6% | +37.7% | +29.9% |
| 1Y | -25.1% | -44.6% | +19.5% | +4.7% |
| 3Y | +179.1% | -12.1% | +191.2% | +193.7% |
| 5Y | +243.3% | -17.4% | +260.7% | +273.6% |
| 10Y | +325.8% | +64.0% | +261.8% | +226.1% |
| All | +4,549.4% | +1,842.8% | +2,706.5% | +1,726.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling