+379.0%
RCL vs PRU
+115.4%
+263.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.4% | +0.6% | +0.7% |
| 7D | +5.0% | +3.2% | +1.8% | +1.7% |
| 30D | +19.4% | +7.9% | +11.5% | +10.7% |
| 3M | +5.9% | +1.8% | +4.1% | +3.5% |
| 6M | +23.8% | +24.1% | -0.3% | -1.2% |
| YTD | +22.8% | +12.4% | +10.4% | +7.3% |
| 1Y | +34.3% | +20.9% | +13.4% | +9.3% |
| 3Y | +276.4% | +55.5% | +221.0% | +133.2% |
| 5Y | +281.6% | +42.7% | +238.9% | +159.6% |
| 10Y | +379.0% | +106.1% | +272.9% | +125.9% |
| All | +379.0% | +115.4% | +263.6% | +125.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 PRU 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