+37.0%
PRU vs RY
+122.0%
-85.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.3% | -1.4% | -1.6% |
| 7D | +2.4% | -0.9% | +3.3% | +3.3% |
| 30D | +6.1% | +5.9% | +0.3% | +1.4% |
| 3M | -0.7% | -4.3% | +3.5% | +2.9% |
| 6M | +22.1% | +12.1% | +9.9% | +10.5% |
| YTD | +9.8% | +20.3% | -10.5% | -6.6% |
| 1Y | +19.4% | +41.0% | -21.7% | -11.6% |
| 3Y | +50.4% | +157.5% | -107.2% | -36.1% |
| All | +37.0% | +122.0% | -85.0% | -33.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling