-57.0%
NCLH vs PRU
+135.5%
-192.5%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.5% | -2.0% | -1.9% |
| 7D | -4.6% | -1.9% | -2.7% | -2.7% |
| 30D | -19.9% | -2.6% | -17.4% | -17.7% |
| 3M | -22.0% | +14.7% | -36.7% | -33.2% |
| 6M | -28.3% | +25.7% | -54.0% | -44.6% |
| YTD | -33.5% | +8.3% | -41.7% | -39.7% |
| 1Y | -41.5% | +17.3% | -58.8% | -51.5% |
| 3Y | -8.9% | +43.2% | -52.1% | -39.8% |
| 5Y | -40.5% | +43.5% | -84.0% | -60.4% |
| 10Y | -57.0% | +134.6% | -191.5% | -79.8% |
| All | -57.0% | +135.5% | -192.5% | -79.8% |
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