+95.9%
PRU vs RY
+351.8%
-255.9%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | 0.0% |
| 7D | 0.0% | -0.5% | +0.5% | +0.6% |
| 30D | +7.9% | +4.7% | +3.2% | +2.8% |
| 3M | +0.9% | -4.5% | +5.4% | +5.8% |
| 6M | +22.4% | +12.5% | +9.8% | +6.9% |
| YTD | +12.7% | +21.1% | -8.4% | -9.6% |
| 1Y | +19.6% | +38.6% | -19.1% | -17.5% |
| 3Y | +54.0% | +160.2% | -106.2% | -49.4% |
| 5Y | +41.0% | +124.7% | -83.7% | -45.5% |
| All | +95.9% | +351.8% | -255.9% | -59.0% |
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