+50.8%
CDE vs PRU
+19.0%
+31.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.7% |
| 7D | +0.5% | +1.9% | -1.3% | +0.1% |
| 30D | +21.9% | +2.7% | +19.1% | +20.7% |
| 3M | +14.9% | +19.5% | -4.5% | +8.1% |
| 6M | -10.5% | +26.6% | -37.1% | -17.3% |
| YTD | +19.3% | +12.3% | +6.9% | +6.0% |
| 1Y | +50.8% | +18.0% | +32.8% | +38.7% |
| All | +50.8% | +19.0% | +31.8% | +38.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling