+49.6%
PRU vs RY
+154.9%
-105.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.5% |
| 7D | +1.9% | +3.1% | -1.3% | -0.3% |
| 30D | +2.7% | -0.3% | +3.0% | +2.9% |
| 3M | +19.5% | +8.7% | +10.8% | +12.2% |
| 6M | +26.6% | +28.5% | -1.9% | +5.5% |
| YTD | +12.3% | +25.1% | -12.8% | -4.8% |
| 1Y | +18.0% | +46.3% | -28.2% | -11.0% |
| All | +49.6% | +154.9% | -105.3% | -23.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling