+32.3%
CCJ vs PRU
+19.0%
+13.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.4% |
| 7D | +0.7% | +1.9% | -1.1% | +0.3% |
| 30D | +6.9% | +2.7% | +4.1% | +6.1% |
| 3M | -11.6% | +19.5% | -31.1% | -16.3% |
| 6M | -16.2% | +26.6% | -42.9% | -22.2% |
| YTD | +10.1% | +12.3% | -2.2% | +3.1% |
| 1Y | +32.3% | +18.0% | +14.2% | +26.4% |
| All | +32.3% | +19.0% | +13.3% | +26.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling