+6,902.4%
CCJ vs PBR
+1,864.5%
+5,038.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.5% | -2.3% | 0.0% |
| 7D | +5.9% | +2.5% | +3.5% | +5.0% |
| 30D | +4.7% | +19.4% | -14.7% | -2.0% |
| 3M | -3.3% | +20.8% | -24.1% | -10.5% |
| 6M | -7.0% | +23.5% | -30.5% | -15.4% |
| YTD | +11.5% | +83.4% | -71.9% | -11.9% |
| 1Y | +32.3% | +77.6% | -45.3% | +5.4% |
| 3Y | +176.8% | +99.9% | +77.0% | +106.7% |
| 5Y | +351.8% | +567.7% | -215.9% | +107.3% |
| 10Y | +1,080.5% | +621.5% | +459.0% | +317.6% |
| All | +6,902.4% | +1,864.5% | +5,038.0% | +1,784.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling