+1,080.5%
CCJ vs PRU
+139.4%
+941.1%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.2% | +3.4% | +2.1% |
| 7D | +5.9% | +1.9% | +4.0% | +5.1% |
| 30D | +4.7% | -0.4% | +5.1% | +4.8% |
| 3M | -3.3% | +16.4% | -19.7% | -9.4% |
| 6M | -7.0% | +26.0% | -33.1% | -15.8% |
| YTD | +11.5% | +9.9% | +1.5% | +6.5% |
| 1Y | +32.3% | +18.8% | +13.5% | +22.2% |
| 3Y | +176.8% | +45.3% | +131.5% | +133.1% |
| 5Y | +351.8% | +45.6% | +306.2% | +279.1% |
| 10Y | +1,080.5% | +139.6% | +940.9% | +779.6% |
| All | +1,080.5% | +139.4% | +941.1% | +779.6% |
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 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