+24.7%
CDNS vs PRU
+56.1%
-31.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | -0.1% | -2.8% | +2.8% | +1.0% |
| 30D | -5.5% | +8.5% | -14.0% | -8.7% |
| 3M | +0.5% | +1.7% | -1.2% | -0.4% |
| 6M | -9.6% | +24.8% | -34.4% | -18.2% |
| YTD | +5.3% | +13.3% | -7.9% | -1.0% |
| 1Y | +3.4% | +21.4% | -18.0% | -6.0% |
| All | +24.7% | +56.1% | -31.4% | -6.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling