+675.5%
CCJ vs PENG
+689.3%
-13.8%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.5% | +4.0% | -0.4% |
| 7D | -0.8% | +13.2% | -14.0% | -3.2% |
| 30D | -13.2% | -29.9% | +16.7% | -8.2% |
| 3M | -27.6% | -22.2% | -5.4% | -25.7% |
| 6M | -38.7% | -1.9% | -36.8% | -41.2% |
| YTD | -22.7% | +142.1% | -164.8% | -38.5% |
| 1Y | -17.6% | +151.5% | -169.1% | -34.9% |
| 3Y | +62.7% | +206.9% | -144.2% | +19.9% |
| 5Y | +159.7% | +58.2% | +101.5% | +100.9% |
| All | +675.5% | +689.3% | -13.8% | +423.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling