-9.3%
CDW vs PRU
+36.1%
-45.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.6% | +1.8% | +0.5% |
| 7D | +2.1% | +2.4% | -0.3% | +1.2% |
| 30D | +14.7% | +6.1% | +8.6% | +11.7% |
| 3M | +11.1% | -0.7% | +11.8% | +11.8% |
| 6M | +45.6% | +22.1% | +23.5% | +32.1% |
| YTD | +17.1% | +9.8% | +7.3% | +11.4% |
| 1Y | +13.2% | +19.4% | -6.2% | +2.9% |
| 3Y | -22.2% | +50.4% | -72.6% | -39.1% |
| All | -9.3% | +36.1% | -45.4% | -25.6% |
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