+163.3%
JCI vs PRU
+806.6%
-643.3%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.2% |
| 7D | +3.8% | +1.9% | +2.0% | +3.1% |
| 30D | -5.7% | +2.7% | -8.4% | -6.6% |
| 3M | -1.4% | +19.5% | -20.9% | -7.7% |
| 6M | +4.1% | +26.6% | -22.5% | -4.7% |
| YTD | +21.7% | +12.3% | +9.4% | +15.8% |
| 1Y | +36.1% | +18.0% | +18.1% | +27.0% |
| 3Y | +154.4% | +47.0% | +107.4% | +118.2% |
| 5Y | +112.0% | +48.4% | +63.6% | +80.5% |
| 10Y | +322.2% | +142.4% | +179.8% | +190.4% |
| All | +163.3% | +806.6% | -643.3% | -32.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling