+5,817.1%
CAT vs PRU
+806.6%
+5,010.6%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +2.1% |
| 7D | +1.7% | +1.9% | -0.2% | +0.9% |
| 30D | -6.6% | +2.7% | -9.3% | -7.6% |
| 3M | -13.3% | +19.5% | -32.8% | -19.8% |
| 6M | +11.6% | +26.6% | -15.0% | +0.7% |
| YTD | +42.9% | +12.3% | +30.6% | +35.4% |
| 1Y | +95.4% | +18.0% | +77.4% | +81.0% |
| 3Y | +196.6% | +47.0% | +149.6% | +150.9% |
| 5Y | +321.7% | +48.4% | +273.2% | +255.1% |
| 10Y | +1,140.8% | +142.4% | +998.3% | +741.7% |
| All | +5,817.1% | +806.6% | +5,010.6% | +1,495.5% |
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