+261.1%
RCL vs PRU
+36.1%
+225.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.6% | +4.0% | +3.7% |
| 7D | +6.5% | +2.4% | +4.1% | +4.2% |
| 30D | +15.9% | +6.1% | +9.8% | +9.6% |
| 3M | +2.7% | -0.7% | +3.4% | +2.8% |
| 6M | +15.2% | +22.1% | -6.8% | -5.6% |
| YTD | +19.2% | +9.8% | +9.5% | +7.3% |
| 1Y | +31.6% | +19.4% | +12.3% | +9.4% |
| 3Y | +274.2% | +50.4% | +223.8% | +138.6% |
| All | +261.1% | +36.1% | +225.0% | +156.6% |
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