-35.1%
CAT vs PRU
+4.7%
-39.9%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.6% | +3.5% | +0.1% |
| 7D | -10.3% | +2.4% | -12.7% | -7.9% |
| 30D | -31.2% | +6.1% | -37.3% | -28.2% |
| All | -35.1% | +4.7% | -39.9% | -32.6% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling