+175.6%
RCL vs PRU
+47.2%
+128.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.8% | +0.6% |
| 7D | -5.1% | +1.9% | -7.0% | -6.5% |
| 30D | -19.0% | +2.7% | -21.7% | -20.8% |
| 3M | -9.6% | +19.5% | -29.0% | -22.2% |
| 6M | -6.7% | +26.6% | -33.3% | -23.7% |
| YTD | -3.9% | +12.3% | -16.3% | -13.6% |
| 1Y | -25.1% | +18.0% | -43.1% | -35.4% |
| All | +175.6% | +47.2% | +128.4% | +95.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling