-5.7%
CDW vs PRU
+41.4%
-47.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.4% | +2.5% | +3.6% |
| 7D | +9.3% | +3.2% | +6.1% | +7.9% |
| 30D | +15.8% | +7.9% | +7.9% | +11.7% |
| 3M | +21.8% | +1.8% | +20.0% | +20.9% |
| 6M | +58.8% | +24.1% | +34.6% | +42.9% |
| YTD | +22.8% | +12.4% | +10.4% | +15.4% |
| 1Y | +17.9% | +20.9% | -3.0% | +6.5% |
| 3Y | -17.4% | +55.5% | -72.9% | -36.6% |
| 5Y | -5.7% | +42.7% | -48.4% | -24.8% |
| All | -5.7% | +41.4% | -47.1% | -24.8% |
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