+202.9%
CDE vs PRU
+43.7%
+159.2%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +2.4% |
| 7D | -2.0% | -1.9% | -0.1% | -1.0% |
| 30D | +15.7% | -2.6% | +18.3% | +17.1% |
| 3M | +30.5% | +14.7% | +15.8% | +20.5% |
| 6M | -7.4% | +25.7% | -33.1% | -18.5% |
| YTD | +17.9% | +8.3% | +9.7% | +11.5% |
| 1Y | +46.7% | +17.3% | +29.4% | +32.0% |
| 3Y | +851.3% | +43.2% | +808.1% | +636.0% |
| 5Y | +202.9% | +43.5% | +159.4% | +137.8% |
| All | +202.9% | +43.7% | +159.2% | +137.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling