+175.9%
JCI vs PRU
+46.4%
+129.5%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.6% | +5.3% | +3.6% |
| 7D | -9.4% | +2.4% | -11.8% | -10.3% |
| 30D | -13.4% | +6.1% | -19.5% | -15.6% |
| 3M | -12.4% | -0.7% | -11.7% | -12.5% |
| 6M | -5.1% | +22.1% | -27.2% | -13.4% |
| YTD | +13.7% | +9.8% | +4.0% | +8.1% |
| 1Y | +11.4% | +19.4% | -7.9% | +1.4% |
| 3Y | +175.9% | +50.4% | +125.5% | +115.5% |
| All | +175.9% | +46.4% | +129.5% | +115.5% |
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