+75.7%
CCJ vs PRU
+46.4%
+29.3%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.6% | +7.0% | +5.3% |
| 7D | -7.3% | +2.4% | -9.7% | -8.3% |
| 30D | -20.0% | +6.1% | -26.1% | -22.0% |
| 3M | -23.8% | -0.7% | -23.1% | -23.9% |
| 6M | -42.4% | +22.1% | -64.5% | -47.5% |
| YTD | -22.1% | +9.8% | -31.8% | -26.0% |
| 1Y | -20.8% | +19.4% | -40.2% | -27.6% |
| 3Y | +75.7% | +50.4% | +25.4% | +59.1% |
| All | +75.7% | +46.4% | +29.3% | +59.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling