+303.7%
CCJ vs PNC
+50.6%
+253.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.0% | -3.9% | -3.4% |
| 7D | -3.2% | -0.9% | -2.3% | -2.8% |
| 30D | -1.3% | -4.4% | +3.1% | +0.7% |
| 3M | +2.5% | +5.3% | -2.8% | -0.2% |
| 6M | -18.9% | +19.6% | -38.4% | -25.6% |
| YTD | +6.5% | +19.1% | -12.7% | -2.4% |
| 1Y | +22.8% | +24.3% | -1.5% | +10.3% |
| 3Y | +164.5% | +132.2% | +32.3% | +65.9% |
| 5Y | +303.7% | +52.3% | +251.4% | +221.5% |
| All | +303.7% | +50.6% | +253.1% | +221.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling