-3.7%
CDW vs PRU
+42.1%
-45.8%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -1.1% |
| 7D | +9.3% | +3.6% | +5.7% | +7.4% |
| 30D | +14.4% | +8.9% | +5.5% | +9.8% |
| 3M | +21.4% | +0.2% | +21.2% | +21.5% |
| 6M | +72.8% | +23.7% | +49.1% | +55.8% |
| YTD | +28.0% | +13.7% | +14.3% | +19.5% |
| 1Y | +19.3% | +20.6% | -1.3% | +7.9% |
| 3Y | -15.3% | +56.3% | -71.6% | -35.1% |
| All | -3.7% | +42.1% | -45.8% | -23.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling