+77.4%
CDNS vs PRU
+48.6%
+28.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.0% | -3.0% | -3.6% |
| 7D | -14.0% | +1.9% | -15.9% | -14.7% |
| 30D | -13.2% | +2.7% | -15.9% | -14.3% |
| 3M | -28.9% | +19.5% | -48.4% | -34.6% |
| 6M | -4.2% | +26.6% | -30.8% | -14.3% |
| YTD | -6.4% | +12.3% | -18.7% | -11.8% |
| 1Y | -16.2% | +18.0% | -34.3% | -23.0% |
| 3Y | +20.2% | +47.0% | -26.8% | -2.5% |
| All | +77.4% | +48.6% | +28.9% | +42.3% |
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