+112.0%
PRU vs RY
+360.6%
-248.5%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.3% | -1.4% | -1.3% |
| 7D | +2.4% | -0.9% | +3.3% | +3.5% |
| 30D | +6.1% | +5.9% | +0.3% | -0.1% |
| 3M | -0.7% | -4.3% | +3.5% | +3.9% |
| 6M | +22.1% | +12.1% | +9.9% | +7.0% |
| YTD | +9.8% | +20.3% | -10.5% | -11.3% |
| 1Y | +19.4% | +41.0% | -21.7% | -19.3% |
| 3Y | +50.4% | +157.5% | -107.2% | -50.1% |
| 5Y | +37.2% | +123.2% | -86.0% | -46.6% |
| All | +112.0% | +360.6% | -248.5% | -56.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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