-37.0%
NCLH vs PRU
+45.5%
-82.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | +1.1% |
| 7D | -0.3% | +1.9% | -2.2% | -2.3% |
| 30D | -20.1% | -0.4% | -19.6% | -19.8% |
| 3M | -17.0% | +16.4% | -33.5% | -29.7% |
| 6M | -23.2% | +26.0% | -49.3% | -40.2% |
| YTD | -31.0% | +9.9% | -41.0% | -38.2% |
| 1Y | -37.3% | +18.8% | -56.0% | -48.2% |
| 3Y | -5.6% | +45.3% | -50.9% | -38.2% |
| 5Y | -37.0% | +45.6% | -82.5% | -58.5% |
| All | -37.0% | +45.5% | -82.5% | -58.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling