+99.2%
PRU vs RCAT
-99.6%
+198.9%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.4% | +7.5% | +1.1% |
| 7D | +3.8% | -5.6% | +9.4% | +3.8% |
| 30D | +9.0% | -27.0% | +36.1% | +9.2% |
| 3M | +2.1% | -57.9% | +60.0% | +2.7% |
| 6M | +25.4% | -59.4% | +84.8% | +25.9% |
| YTD | +13.5% | -46.9% | +60.4% | +13.6% |
| 1Y | +21.3% | -54.0% | +75.4% | +21.5% |
| 3Y | +55.1% | +378.4% | -323.3% | +52.7% |
| 5Y | +43.6% | +61.9% | -18.4% | +41.6% |
| 10Y | +99.2% | -99.6% | +198.9% | +94.5% |
| All | +99.2% | -99.6% | +198.9% | +94.5% |
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