+326.0%
CAT vs PRU
+48.6%
+277.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +2.3% |
| 7D | +1.7% | +1.9% | -0.2% | +0.5% |
| 30D | -6.6% | +2.7% | -9.3% | -8.2% |
| 3M | -13.3% | +19.5% | -32.8% | -23.3% |
| 6M | +11.6% | +26.6% | -15.0% | -5.3% |
| YTD | +42.9% | +12.3% | +30.6% | +31.0% |
| 1Y | +95.4% | +18.0% | +77.4% | +72.6% |
| 3Y | +196.6% | +47.0% | +149.6% | +121.3% |
| All | +326.0% | +48.6% | +277.4% | +205.3% |
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 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