+813.5%
CCJ vs PRU
+102.7%
+710.8%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.1% |
| 7D | +3.7% | -2.8% | +6.5% | +4.9% |
| 30D | -13.7% | +8.5% | -22.2% | -16.7% |
| 3M | -24.7% | +1.7% | -26.5% | -25.5% |
| 6M | -38.1% | +24.8% | -62.9% | -43.9% |
| YTD | -18.8% | +13.3% | -32.0% | -23.6% |
| 1Y | -19.5% | +21.4% | -40.9% | -26.5% |
| 3Y | +75.9% | +54.8% | +21.1% | +43.8% |
| 5Y | +173.1% | +42.4% | +130.7% | +129.5% |
| 10Y | +813.5% | +98.4% | +715.0% | +563.2% |
| All | +813.5% | +102.7% | +710.8% | +563.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling