-22.2%
CDW vs PRU
+46.4%
-68.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.6% | +1.8% | +0.4% |
| 7D | +2.1% | +2.4% | -0.3% | +1.3% |
| 30D | +14.7% | +6.1% | +8.6% | +12.0% |
| 3M | +11.1% | -0.7% | +11.8% | +11.7% |
| 6M | +45.6% | +22.1% | +23.5% | +33.9% |
| YTD | +17.1% | +9.8% | +7.3% | +12.6% |
| 1Y | +13.2% | +19.4% | -6.2% | +4.1% |
| 3Y | -22.2% | +50.4% | -72.6% | -39.2% |
| All | -22.2% | +46.4% | -68.6% | -39.2% |
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