+863.2%
CDW vs PRU
+195.2%
+668.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.6% |
| 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% | +1.0% |
| 6M | +23.3% | +26.6% | -3.3% | +9.9% |
| YTD | +13.7% | +12.3% | +1.3% | +6.6% |
| 1Y | -6.5% | +18.0% | -24.5% | -14.5% |
| 3Y | -25.2% | +47.0% | -72.3% | -39.2% |
| 5Y | -19.5% | +48.4% | -67.9% | -35.6% |
| 10Y | +285.8% | +142.4% | +143.4% | +127.4% |
| All | +863.2% | +195.2% | +668.1% | +415.6% |
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 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