+145.5%
PRU vs RCAT
-98.5%
+243.9%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -0.9% |
| 7D | +1.9% | -1.4% | +3.3% | +1.9% |
| 30D | +2.7% | -3.3% | +6.1% | +2.7% |
| 3M | +19.5% | -43.2% | +62.7% | +19.8% |
| 6M | +26.6% | -43.2% | +69.8% | +26.9% |
| YTD | +12.3% | +5.5% | +6.8% | +12.0% |
| 1Y | +18.0% | -1.6% | +19.7% | +17.6% |
| 3Y | +47.0% | +773.7% | -726.7% | +43.9% |
| 5Y | +48.4% | +187.6% | -139.2% | +45.6% |
| All | +145.5% | -98.5% | +243.9% | +127.2% |
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