-25.9%
CCJ vs PBR
+74.7%
-100.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -7.0% | +5.8% | -0.8% |
| 7D | -14.5% | -11.0% | -3.5% | -14.0% |
| 30D | -18.1% | -18.8% | +0.7% | -17.4% |
| 3M | -23.0% | +7.8% | -30.8% | -24.6% |
| 6M | -39.4% | -7.6% | -31.8% | -38.2% |
| YTD | -21.7% | +72.7% | -94.3% | -39.3% |
| 1Y | -25.9% | +72.9% | -98.9% | -42.0% |
| All | -25.9% | +74.7% | -100.6% | -42.0% |
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