+844.8%
CCJ vs PRU
+115.4%
+729.4%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.4% | +3.4% | +4.8% |
| 7D | +2.7% | +3.2% | -0.5% | +1.3% |
| 30D | -14.4% | +7.9% | -22.3% | -17.2% |
| 3M | -22.6% | +1.8% | -24.4% | -23.4% |
| 6M | -35.4% | +24.1% | -59.6% | -41.3% |
| YTD | -17.6% | +12.4% | -30.0% | -22.3% |
| 1Y | -18.1% | +20.9% | -39.1% | -25.1% |
| 3Y | +79.6% | +55.5% | +24.1% | +46.4% |
| 5Y | +175.3% | +42.7% | +132.6% | +131.1% |
| 10Y | +844.8% | +106.1% | +738.7% | +551.8% |
| All | +844.8% | +115.4% | +729.4% | +551.8% |
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