+346.1%
CCJ vs PRU
+48.6%
+297.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.6% |
| 7D | +0.7% | +1.9% | -1.1% | -0.2% |
| 30D | +6.9% | +2.7% | +4.1% | +5.3% |
| 3M | -11.6% | +19.5% | -31.1% | -20.0% |
| 6M | -16.2% | +26.6% | -42.9% | -26.6% |
| YTD | +10.1% | +12.3% | -2.2% | +2.5% |
| 1Y | +32.3% | +18.0% | +14.2% | +19.4% |
| 3Y | +171.3% | +47.0% | +124.3% | +109.0% |
| All | +346.1% | +48.6% | +297.6% | +235.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling