+19.6%
CDW vs PRU
+20.5%
-0.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | +0.1% |
| 7D | +9.1% | 0.0% | +9.1% | +9.1% |
| 30D | +13.7% | +7.9% | +5.8% | +11.2% |
| 3M | +27.0% | +0.9% | +26.2% | +26.5% |
| 6M | +75.9% | +22.4% | +53.5% | +72.0% |
| YTD | +28.9% | +12.7% | +16.2% | +27.5% |
| 1Y | +19.6% | +19.6% | 0.0% | +13.3% |
| All | +19.6% | +20.5% | -0.8% | +13.3% |
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 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