-24.1%
NCLH vs PRU
+273.6%
-297.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.9% |
| 7D | +1.2% | -2.8% | +4.0% | +4.0% |
| 30D | +22.6% | +8.5% | +14.1% | +13.4% |
| 3M | +0.6% | +1.7% | -1.1% | -1.2% |
| 6M | +13.5% | +24.8% | -11.2% | -8.8% |
| YTD | -15.7% | +13.3% | -29.0% | -25.9% |
| 1Y | 0.0% | +21.4% | -21.4% | -17.6% |
| 3Y | +42.8% | +54.8% | -12.0% | -6.5% |
| 5Y | -28.4% | +42.4% | -70.8% | -48.2% |
| 10Y | -51.0% | +98.4% | -149.5% | -74.5% |
| All | -24.1% | +273.6% | -297.7% | -67.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling