+3,934.4%
CAT vs PRU
+809.8%
+3,124.6%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -3.3% | -3.1% | -5.0% |
| 7D | -14.5% | +4.8% | -19.3% | -16.3% |
| 30D | -35.7% | +7.9% | -43.6% | -37.9% |
| 3M | -36.3% | +3.1% | -39.4% | -37.4% |
| 6M | -38.5% | +25.2% | -63.8% | -44.5% |
| YTD | -2.5% | +12.7% | -15.3% | -8.3% |
| 1Y | -1.9% | +23.5% | -25.4% | -11.1% |
| 3Y | +139.2% | +50.6% | +88.6% | +99.5% |
| 5Y | +192.1% | +40.9% | +151.3% | +150.0% |
| 10Y | +732.3% | +125.5% | +606.8% | +476.7% |
| All | +3,934.4% | +809.8% | +3,124.6% | +981.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling