+740.3%
PRU vs RCAT
-100.0%
+840.3%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +18.6% | -21.3% | -2.6% |
| 7D | +2.4% | -12.7% | +15.1% | +2.4% |
| 30D | +6.1% | -34.3% | +40.4% | +6.1% |
| 3M | -0.7% | -53.4% | +52.7% | -0.7% |
| 6M | +22.1% | -62.0% | +84.0% | +22.1% |
| YTD | +9.8% | -49.1% | +58.8% | +9.8% |
| 1Y | +19.4% | -53.1% | +72.5% | +19.4% |
| 3Y | +50.4% | +318.7% | -268.3% | +50.5% |
| 5Y | +37.2% | +48.5% | -11.4% | +37.3% |
| 10Y | +119.5% | -99.6% | +219.2% | +125.9% |
| All | +740.3% | -100.0% | +840.3% | +905.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling