-18.9%
CDW vs PRU
+48.6%
-67.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.5% |
| 7D | +3.2% | +1.9% | +1.3% | +2.2% |
| 30D | +9.3% | +2.7% | +6.6% | +7.8% |
| 3M | +9.8% | +19.5% | -9.7% | +0.7% |
| 6M | +23.3% | +26.6% | -3.3% | +9.4% |
| YTD | +13.7% | +12.3% | +1.3% | +6.6% |
| 1Y | -6.5% | +18.0% | -24.5% | -14.8% |
| 3Y | -25.2% | +47.0% | -72.3% | -40.7% |
| All | -18.9% | +48.6% | -67.5% | -37.4% |
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 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