-21.5%
CDW vs PRU
+50.4%
-71.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -3.3% | -2.8% | -4.5% |
| 7D | -4.1% | +4.8% | -8.9% | -5.9% |
| 30D | +16.7% | +7.9% | +8.9% | +13.0% |
| 3M | +13.6% | +3.1% | +10.5% | +12.2% |
| 6M | +17.0% | +25.2% | -8.2% | +6.3% |
| YTD | +18.1% | +12.7% | +5.4% | +12.1% |
| 1Y | +10.5% | +23.5% | -13.0% | -0.1% |
| All | -21.5% | +50.4% | -71.9% | -39.4% |
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