+143.9%
CAT vs PRU
+46.4%
+97.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.6% | +3.5% | +2.2% |
| 7D | -10.3% | +2.4% | -12.7% | -11.6% |
| 30D | -31.2% | +6.1% | -37.3% | -33.7% |
| 3M | -34.7% | -0.7% | -33.9% | -34.8% |
| 6M | -39.5% | +22.1% | -61.5% | -47.0% |
| YTD | -1.7% | +9.8% | -11.4% | -8.4% |
| 1Y | -1.1% | +19.4% | -20.5% | -12.7% |
| 3Y | +143.9% | +50.4% | +93.5% | +81.7% |
| All | +143.9% | +46.4% | +97.4% | +81.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling