+59.3%
CDE vs PRU
+136.9%
-77.6%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +2.2% |
| 7D | -2.0% | -1.9% | -0.1% | -1.2% |
| 30D | +15.7% | -2.6% | +18.3% | +16.8% |
| 3M | +30.5% | +14.7% | +15.8% | +23.2% |
| 6M | -7.4% | +25.7% | -33.1% | -15.6% |
| YTD | +17.9% | +8.3% | +9.7% | +13.5% |
| 1Y | +46.7% | +17.3% | +29.4% | +36.3% |
| 3Y | +851.3% | +43.2% | +808.1% | +711.4% |
| 5Y | +202.9% | +43.5% | +159.4% | +157.4% |
| All | +59.3% | +136.9% | -77.6% | +8.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling