+1,056.5%
CCJ vs PPG
+26.9%
+1,029.6%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.9% |
| 7D | -4.0% | -6.2% | +2.2% | -1.4% |
| 30D | -2.4% | -7.9% | +5.6% | +1.0% |
| 3M | -2.3% | -10.2% | +7.9% | +1.9% |
| 6M | -16.2% | +2.7% | -18.9% | -17.2% |
| YTD | +5.7% | +4.9% | +0.8% | +3.2% |
| 1Y | +21.3% | -3.2% | +24.4% | +21.7% |
| 3Y | +159.4% | -17.0% | +176.4% | +170.8% |
| 5Y | +300.7% | -23.3% | +324.0% | +323.5% |
| All | +1,056.5% | +26.9% | +1,029.6% | +828.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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