+67.6%
CCJ vs PENG
+192.0%
-124.3%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.3% | -1.0% | -2.8% |
| 7D | +0.4% | -16.1% | +16.5% | +3.7% |
| 30D | -17.2% | -41.5% | +24.2% | -7.8% |
| 3M | -25.1% | -19.1% | -6.0% | -23.4% |
| 6M | -37.6% | +0.9% | -38.5% | -41.6% |
| YTD | -20.4% | +128.2% | -148.6% | -41.0% |
| 1Y | -22.5% | +98.6% | -121.1% | -40.6% |
| All | +67.6% | +192.0% | -124.3% | +17.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling