+163.9%
CCJ vs PRU
+42.1%
+121.8%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -1.9% |
| 7D | -0.8% | +3.6% | -4.4% | -2.5% |
| 30D | -13.2% | +8.9% | -22.0% | -17.1% |
| 3M | -27.6% | +0.2% | -27.8% | -28.0% |
| 6M | -38.7% | +23.7% | -62.4% | -45.7% |
| YTD | -22.7% | +13.7% | -36.4% | -28.7% |
| 1Y | -17.6% | +20.6% | -38.2% | -26.5% |
| 3Y | +62.7% | +56.3% | +6.4% | +20.5% |
| All | +163.9% | +42.1% | +121.8% | +99.7% |
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