+106.1%
PRU vs RCAT
-99.6%
+205.7%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +11.4% | -9.0% | +2.3% |
| 7D | +3.2% | +1.1% | +2.0% | +3.1% |
| 30D | +7.9% | -22.0% | +29.9% | +8.1% |
| 3M | +1.8% | -51.1% | +52.9% | +2.2% |
| 6M | +24.1% | -56.6% | +80.7% | +24.6% |
| YTD | +12.4% | -43.3% | +55.6% | +12.4% |
| 1Y | +20.9% | -51.5% | +72.4% | +21.1% |
| 3Y | +55.5% | +411.4% | -355.9% | +52.9% |
| 5Y | +42.7% | +74.4% | -31.8% | +40.6% |
| 10Y | +106.1% | -99.6% | +205.7% | +102.1% |
| All | +106.1% | -99.6% | +205.7% | +102.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 10y: compounded portfolio wealth divided by compounded RCAT 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…
10y analysis · Full analysis span regression · 6 months rolling