+1,056.5%
CCJ vs PNR
+66.2%
+990.3%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | -4.0% | -6.0% | +2.0% | -1.6% |
| 30D | -2.4% | -14.0% | +11.6% | +3.8% |
| 3M | -2.3% | -21.7% | +19.4% | +6.7% |
| 6M | -16.2% | -37.3% | +21.1% | +0.4% |
| YTD | +5.7% | -45.1% | +50.8% | +32.8% |
| 1Y | +21.3% | -49.1% | +70.4% | +57.3% |
| 3Y | +159.4% | -14.8% | +174.2% | +164.0% |
| 5Y | +300.7% | -21.0% | +321.7% | +309.6% |
| All | +1,056.5% | +66.2% | +990.3% | +734.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling