+183.3%
CAT vs PRU
+36.1%
+147.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.6% | +3.5% | +2.5% |
| 7D | -10.3% | +2.4% | -12.7% | -11.9% |
| 30D | -31.2% | +6.1% | -37.3% | -34.1% |
| 3M | -34.7% | -0.7% | -33.9% | -34.9% |
| 6M | -39.5% | +22.1% | -61.5% | -47.7% |
| YTD | -1.7% | +9.8% | -11.4% | -9.3% |
| 1Y | -1.1% | +19.4% | -20.5% | -13.8% |
| 3Y | +143.9% | +50.4% | +93.5% | +77.6% |
| All | +183.3% | +36.1% | +147.1% | +115.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling