+21.3%
PRU vs RY
+41.3%
-20.0%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.6% | +2.8% | +3.0% |
| 7D | +3.8% | -0.6% | +4.4% | +4.3% |
| 30D | +9.0% | +6.1% | +2.9% | +5.7% |
| 3M | +2.1% | -3.4% | +5.5% | +4.3% |
| 6M | +25.4% | +12.8% | +12.6% | +15.9% |
| YTD | +13.5% | +21.0% | -7.5% | +0.1% |
| 1Y | +21.3% | +40.5% | -19.1% | +0.6% |
| All | +21.3% | +41.3% | -20.0% | +0.6% |
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