+901.2%
CDW vs PRU
+196.2%
+705.0%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -3.3% | -2.8% | -4.6% |
| 7D | -4.1% | +4.8% | -8.9% | -6.0% |
| 30D | +16.7% | +7.9% | +8.9% | +12.9% |
| 3M | +13.6% | +3.1% | +10.5% | +12.2% |
| 6M | +17.0% | +25.2% | -8.2% | +5.4% |
| YTD | +18.1% | +12.7% | +5.4% | +11.0% |
| 1Y | +10.5% | +23.5% | -13.0% | -0.7% |
| 3Y | -20.9% | +50.6% | -71.5% | -36.1% |
| 5Y | -9.3% | +40.9% | -50.2% | -25.4% |
| 10Y | +310.6% | +125.5% | +185.1% | +149.4% |
| All | +901.2% | +196.2% | +705.0% | +436.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling