+19.6%
PRU vs RY
+39.8%
-20.2%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.2% |
| 7D | 0.0% | -0.5% | +0.5% | +0.3% |
| 30D | +7.9% | +4.7% | +3.2% | +5.3% |
| 3M | +0.9% | -4.5% | +5.4% | +3.6% |
| 6M | +22.4% | +12.5% | +9.8% | +13.2% |
| YTD | +12.7% | +21.1% | -8.4% | -0.6% |
| 1Y | +19.6% | +38.6% | -19.1% | -1.4% |
| All | +19.6% | +39.8% | -20.2% | -1.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling