+213.9%
CAT vs PRU
+42.1%
+171.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.8% | -1.4% |
| 7D | +7.4% | +3.6% | +3.8% | +5.2% |
| 30D | -19.7% | +8.9% | -28.5% | -24.2% |
| 3M | -29.6% | +0.2% | -29.8% | -30.1% |
| 6M | -33.2% | +23.7% | -56.9% | -42.6% |
| YTD | +5.7% | +13.7% | -8.1% | -4.5% |
| 1Y | +9.3% | +20.6% | -11.3% | -5.0% |
| 3Y | +158.3% | +56.3% | +102.0% | +83.9% |
| All | +213.9% | +42.1% | +171.8% | +133.1% |
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 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