+281.6%
RCL vs PRU
+41.4%
+240.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.4% | +0.6% | +0.9% |
| 7D | +5.0% | +3.2% | +1.8% | +1.9% |
| 30D | +19.4% | +7.9% | +11.5% | +11.2% |
| 3M | +5.9% | +1.8% | +4.1% | +3.7% |
| 6M | +23.8% | +24.1% | -0.3% | -0.1% |
| YTD | +22.8% | +12.4% | +10.4% | +8.2% |
| 1Y | +34.3% | +20.9% | +13.4% | +10.4% |
| 3Y | +276.4% | +55.5% | +221.0% | +132.8% |
| 5Y | +281.6% | +42.7% | +238.9% | +158.3% |
| All | +281.6% | +41.4% | +240.2% | +158.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling