+5,601.3%
RCL vs PNR
+2,114.7%
+3,486.6%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.5% |
| 3M | +4.9% | +2.6% | +2.3% | +2.7% |
| 6M | +23.7% | -6.4% | +30.1% | +26.0% |
| YTD | +17.8% | -33.4% | +51.3% | +46.5% |
| 1Y | +28.9% | -35.1% | +64.0% | +62.9% |
| 3Y | +241.9% | +17.1% | +224.8% | +201.9% |
| 5Y | +295.4% | -3.5% | +299.0% | +291.8% |
| 10Y | +344.1% | +100.2% | +244.0% | +203.0% |
| All | +5,601.3% | +2,114.7% | +3,486.6% | +1,958.9% |
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