+2,190.4%
RCL vs PRU
+806.6%
+1,383.8%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.8% | +0.5% |
| 7D | -5.1% | +1.9% | -7.0% | -6.2% |
| 30D | -19.0% | +2.7% | -21.7% | -20.5% |
| 3M | -9.6% | +19.5% | -29.0% | -19.6% |
| 6M | -6.7% | +26.6% | -33.3% | -20.1% |
| YTD | -3.9% | +12.3% | -16.3% | -11.4% |
| 1Y | -25.1% | +18.0% | -43.1% | -33.1% |
| 3Y | +179.1% | +47.0% | +132.1% | +117.4% |
| 5Y | +243.3% | +48.4% | +194.9% | +171.4% |
| 10Y | +325.8% | +142.4% | +183.3% | +169.9% |
| All | +2,190.4% | +806.6% | +1,383.8% | +443.1% |
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