+1,091.6%
CCJ vs PAAS
+422.5%
+669.2%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.5% | +2.9% | +4.0% |
| 7D | -7.3% | +8.4% | -15.7% | -9.3% |
| 30D | -20.0% | -7.2% | -12.8% | -18.5% |
| 3M | -23.8% | -14.0% | -9.8% | -21.1% |
| 6M | -42.4% | -26.8% | -15.6% | -37.8% |
| YTD | -22.1% | -19.8% | -2.3% | -18.2% |
| 1Y | -20.8% | +22.8% | -43.7% | -25.7% |
| 3Y | +75.7% | +183.6% | -107.9% | +30.6% |
| 5Y | +167.4% | +73.8% | +93.6% | +118.7% |
| 10Y | +826.3% | +185.6% | +640.8% | +502.3% |
| All | +1,091.6% | +422.5% | +669.2% | +491.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 PAAS 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