+1,303.2%
CDNS vs PRU
+785.9%
+517.2%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.6% | +5.4% | +3.7% |
| 7D | -2.4% | +2.4% | -4.8% | -3.4% |
| 30D | -10.2% | +6.1% | -16.3% | -12.4% |
| 3M | -5.5% | -0.7% | -4.7% | -5.6% |
| 6M | -9.9% | +22.1% | -31.9% | -16.9% |
| YTD | +2.3% | +9.8% | -7.4% | -2.1% |
| 1Y | -1.4% | +19.4% | -20.7% | -8.7% |
| 3Y | +28.1% | +50.4% | -22.3% | +7.7% |
| 5Y | +79.7% | +37.2% | +42.6% | +54.6% |
| 10Y | +1,183.3% | +119.5% | +1,063.7% | +736.5% |
| All | +1,303.2% | +785.9% | +517.2% | +219.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling