+293.5%
JCI vs PRU
+99.2%
+194.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.9% | -3.2% | -2.7% |
| 7D | +3.2% | +3.6% | -0.4% | +1.5% |
| 30D | -8.6% | +8.9% | -17.5% | -12.8% |
| 3M | -7.7% | +0.2% | -7.9% | -8.4% |
| 6M | -2.6% | +23.7% | -26.3% | -13.2% |
| YTD | +17.4% | +13.7% | +3.6% | +8.1% |
| 1Y | +16.9% | +20.6% | -3.7% | +4.5% |
| 3Y | +186.7% | +56.3% | +130.4% | +121.5% |
| 5Y | +95.4% | +42.3% | +53.0% | +56.4% |
| All | +293.5% | +99.2% | +194.3% | +149.4% |
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 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