+1,183.8%
CDNS vs PRU
+806.6%
+377.2%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.0% | -3.0% | -3.6% |
| 7D | -14.0% | +1.9% | -15.9% | -14.6% |
| 30D | -13.2% | +2.7% | -15.9% | -14.1% |
| 3M | -28.9% | +19.5% | -48.4% | -33.7% |
| 6M | -4.2% | +26.6% | -30.8% | -12.7% |
| YTD | -6.4% | +12.3% | -18.7% | -10.9% |
| 1Y | -16.2% | +18.0% | -34.3% | -21.9% |
| 3Y | +20.2% | +47.0% | -26.8% | +2.2% |
| 5Y | +76.6% | +48.4% | +28.2% | +47.7% |
| 10Y | +1,029.7% | +142.4% | +887.2% | +611.1% |
| All | +1,183.8% | +806.6% | +377.2% | +190.9% |
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