-56.6%
NCLH vs PRU
+99.2%
-155.8%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -1.6% |
| 7D | +0.2% | +3.6% | -3.4% | -3.6% |
| 30D | +20.8% | +8.9% | +11.9% | +10.0% |
| 3M | -8.1% | +0.2% | -8.3% | -8.6% |
| 6M | +11.8% | +23.7% | -11.9% | -12.4% |
| YTD | -19.5% | +13.7% | -33.3% | -31.2% |
| 1Y | -3.2% | +20.6% | -23.9% | -22.4% |
| 3Y | +37.1% | +56.3% | -19.2% | -18.4% |
| 5Y | -29.9% | +42.3% | -72.3% | -53.2% |
| All | -56.6% | +99.2% | -155.8% | -81.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 PRU 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