+700.3%
CAT vs PRU
+102.7%
+597.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.2% | +3.1% | +3.0% |
| 7D | +1.7% | -2.8% | +4.6% | +3.5% |
| 30D | -24.6% | +8.5% | -33.1% | -28.6% |
| 3M | -28.5% | +1.7% | -30.2% | -29.8% |
| 6M | -34.8% | +24.8% | -59.6% | -43.8% |
| YTD | +5.9% | +13.3% | -7.4% | -3.6% |
| 1Y | +6.8% | +21.4% | -14.5% | -6.8% |
| 3Y | +161.1% | +54.8% | +106.3% | +94.3% |
| 5Y | +213.4% | +42.4% | +171.1% | +142.5% |
| 10Y | +700.3% | +98.4% | +601.9% | +395.3% |
| All | +700.3% | +102.7% | +597.7% | +395.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling