+2,703.9%
RCL vs PRU
+809.8%
+1,894.1%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.3% | +0.2% | -1.0% |
| 7D | +3.9% | +4.8% | -0.9% | +0.9% |
| 30D | +11.8% | +7.9% | +3.9% | +6.5% |
| 3M | -0.8% | +3.1% | -3.9% | -3.0% |
| 6M | +23.6% | +25.2% | -1.6% | +6.3% |
| YTD | +17.6% | +12.7% | +4.9% | +8.0% |
| 1Y | +28.3% | +23.5% | +4.8% | +11.3% |
| 3Y | +261.4% | +50.6% | +210.9% | +176.8% |
| 5Y | +245.3% | +40.9% | +204.5% | +182.0% |
| 10Y | +381.8% | +125.5% | +256.4% | +217.6% |
| All | +2,703.9% | +809.8% | +1,894.1% | +562.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling