+2.3%
CDNS vs PRU
+20.8%
-18.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.4% | +2.8% | +4.7% |
| 7D | +2.1% | +3.2% | -1.0% | +1.7% |
| 30D | -4.6% | +7.9% | -12.5% | -6.0% |
| 3M | -0.8% | +1.8% | -2.6% | -0.8% |
| 6M | -7.2% | +24.1% | -31.4% | -12.8% |
| YTD | +7.7% | +12.4% | -4.7% | +2.1% |
| All | +2.3% | +20.8% | -18.5% | -5.4% |
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