-25.9%
CCJ vs PNR
-31.2%
+5.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.3% | -4.5% | -1.9% |
| 7D | -14.5% | +11.9% | -26.4% | -16.7% |
| 30D | -18.1% | +37.1% | -55.2% | -24.0% |
| 3M | -23.0% | +5.7% | -28.7% | -24.3% |
| 6M | -39.4% | -5.7% | -33.7% | -38.7% |
| YTD | -21.7% | -29.8% | +8.2% | -18.2% |
| 1Y | -25.9% | -31.8% | +5.9% | -20.9% |
| All | -25.9% | -31.2% | +5.2% | -20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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