+1,056.5%
CCJ vs PNC
+279.5%
+777.0%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -1.0% |
| 7D | -4.0% | -0.6% | -3.5% | -3.8% |
| 30D | -2.4% | -4.4% | +2.0% | -0.6% |
| 3M | -2.3% | +5.2% | -7.5% | -4.6% |
| 6M | -16.2% | +20.6% | -36.9% | -22.8% |
| YTD | +5.7% | +19.8% | -14.1% | -2.4% |
| 1Y | +21.3% | +24.4% | -3.2% | +10.1% |
| 3Y | +159.4% | +131.2% | +28.1% | +76.2% |
| 5Y | +300.7% | +53.1% | +247.5% | +222.7% |
| All | +1,056.5% | +279.5% | +777.0% | +561.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling