+1,604.2%
CCJ vs PNR
+1,020.9%
+583.2%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.6% | +3.9% | +2.2% |
| 7D | +5.9% | -3.0% | +9.0% | +7.1% |
| 30D | +4.7% | -14.9% | +19.6% | +11.1% |
| 3M | -3.3% | -19.0% | +15.7% | +3.7% |
| 6M | -7.0% | -35.9% | +28.9% | +8.7% |
| YTD | +11.5% | -43.1% | +54.6% | +35.5% |
| 1Y | +32.3% | -46.4% | +78.7% | +64.2% |
| 3Y | +176.8% | -10.8% | +187.7% | +178.7% |
| 5Y | +351.8% | -18.9% | +370.6% | +363.7% |
| 10Y | +1,080.5% | +64.4% | +1,016.1% | +792.7% |
| All | +1,604.2% | +1,020.9% | +583.2% | +800.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling