-25.9%
CCJ vs PENG
+120.5%
-146.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -9.1% | +7.9% | +0.7% |
| 7D | -14.5% | -20.5% | +6.0% | -10.4% |
| 30D | -18.1% | -20.4% | +2.3% | -14.8% |
| 3M | -23.0% | -16.4% | -6.6% | -21.4% |
| 6M | -39.4% | +49.2% | -88.6% | -47.6% |
| YTD | -21.7% | +147.2% | -168.8% | -44.6% |
| 1Y | -25.9% | +124.7% | -150.6% | -45.2% |
| All | -25.9% | +120.5% | -146.4% | -45.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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