+1,604.2%
CCJ vs PNC
+2,073.8%
-469.6%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.3% | +1.5% |
| 7D | +5.9% | +2.3% | +3.6% | +5.2% |
| 30D | +4.7% | -3.8% | +8.5% | +5.9% |
| 3M | -3.3% | +7.8% | -11.1% | -5.6% |
| 6M | -7.0% | +19.7% | -26.7% | -12.0% |
| YTD | +11.5% | +19.1% | -7.7% | +5.6% |
| 1Y | +32.3% | +23.1% | +9.1% | +24.0% |
| 3Y | +176.8% | +132.1% | +44.7% | +111.7% |
| 5Y | +351.8% | +52.2% | +299.6% | +290.1% |
| 10Y | +1,080.5% | +271.4% | +809.1% | +672.4% |
| All | +1,604.2% | +2,073.8% | -469.6% | +626.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling