-37.2%
NCLH vs PRU
+270.5%
-307.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.8% | +0.8% |
| 7D | -6.5% | +1.9% | -8.3% | -8.2% |
| 30D | -23.3% | +2.7% | -26.0% | -25.3% |
| 3M | -18.6% | +19.5% | -38.1% | -31.7% |
| 6M | -26.2% | +26.6% | -52.9% | -41.5% |
| YTD | -30.2% | +12.3% | -42.6% | -38.1% |
| 1Y | -39.2% | +18.0% | -57.2% | -48.6% |
| 3Y | -5.1% | +47.0% | -52.1% | -34.7% |
| 5Y | -36.8% | +48.4% | -85.2% | -56.0% |
| 10Y | -56.3% | +142.4% | -198.7% | -79.0% |
| All | -37.2% | +270.5% | -307.7% | -72.8% |
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 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