+234.8%
RCL vs PRU
+48.6%
+186.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.8% | +0.7% |
| 7D | -5.1% | +1.9% | -7.0% | -6.7% |
| 30D | -19.0% | +2.7% | -21.7% | -21.1% |
| 3M | -9.6% | +19.5% | -29.0% | -23.7% |
| 6M | -6.7% | +26.6% | -33.3% | -25.6% |
| YTD | -3.9% | +12.3% | -16.3% | -14.9% |
| 1Y | -25.1% | +18.0% | -43.1% | -36.7% |
| 3Y | +179.1% | +47.0% | +132.1% | +85.4% |
| All | +234.8% | +48.6% | +186.2% | +121.9% |
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 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