-22.3%
CCJ vs PRU
+20.5%
-42.8%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.5% | -2.9% | -3.3% |
| 7D | +5.0% | 0.0% | +5.1% | +5.0% |
| 30D | -16.7% | +7.9% | -24.6% | -18.3% |
| 3M | -27.5% | +0.9% | -28.4% | -27.7% |
| 6M | -38.6% | +22.4% | -61.0% | -42.9% |
| YTD | -21.5% | +12.7% | -34.2% | -28.0% |
| 1Y | -22.3% | +19.6% | -41.9% | -30.0% |
| All | -22.3% | +20.5% | -42.8% | -30.0% |
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