+32.3%
CCJ vs PBR
+70.4%
-38.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.3% |
| 7D | +0.7% | +8.6% | -7.9% | -0.3% |
| 30D | +6.9% | +12.8% | -5.9% | +5.2% |
| 3M | -11.6% | +14.7% | -26.3% | -13.6% |
| 6M | -16.2% | +25.2% | -41.4% | -24.3% |
| YTD | +10.1% | +77.1% | -67.0% | -11.3% |
| 1Y | +32.3% | +69.6% | -37.3% | +7.0% |
| All | +32.3% | +70.4% | -38.1% | +7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 1y: compounded portfolio wealth divided by compounded PBR 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…
1y analysis · Full analysis span regression · 6 months rolling