-25.9%
CCJ vs PNC
+32.8%
-58.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.8% | -3.0% | -2.1% |
| 7D | -14.5% | +2.3% | -16.8% | -15.5% |
| 30D | -18.1% | +7.0% | -25.0% | -20.8% |
| 3M | -23.0% | -7.3% | -15.7% | -20.0% |
| 6M | -39.4% | +8.9% | -48.3% | -43.5% |
| YTD | -21.7% | +15.5% | -37.2% | -34.2% |
| 1Y | -25.9% | +31.8% | -57.7% | -47.3% |
| All | -25.9% | +32.8% | -58.7% | -47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 PNC 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