+303.7%
CCJ vs PNR
-21.1%
+324.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.4% | -1.6% | -2.4% |
| 7D | -3.2% | -5.5% | +2.3% | -1.0% |
| 30D | -1.3% | -15.6% | +14.2% | +5.5% |
| 3M | +2.5% | -20.2% | +22.7% | +10.9% |
| 6M | -18.9% | -36.6% | +17.7% | -3.3% |
| YTD | +6.5% | -45.0% | +51.5% | +33.6% |
| 1Y | +22.8% | -47.4% | +70.3% | +57.1% |
| 3Y | +164.5% | -13.7% | +178.2% | +164.5% |
| 5Y | +303.7% | -20.8% | +324.5% | +315.4% |
| All | +303.7% | -21.1% | +324.8% | +315.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling