-3.2%
NCLH vs PRU
+20.9%
-24.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -1.3% |
| 7D | +0.2% | +3.6% | -3.4% | -2.7% |
| 30D | +20.8% | +8.9% | +11.9% | +12.6% |
| 3M | -8.1% | +0.2% | -8.3% | -8.4% |
| 6M | +11.8% | +23.7% | -11.9% | -7.7% |
| YTD | -19.5% | +13.7% | -33.3% | -28.5% |
| 1Y | -3.2% | +20.6% | -23.9% | -21.1% |
| All | -3.2% | +20.9% | -24.2% | -21.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling