+161.4%
CCJ vs PPG
-17.7%
+179.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.0% | -1.0% | -2.3% |
| 7D | -3.2% | -5.1% | +2.0% | -1.4% |
| 30D | -1.3% | -9.6% | +8.2% | +2.2% |
| 3M | +2.5% | -6.4% | +8.9% | +4.8% |
| 6M | -18.9% | +0.5% | -19.4% | -18.9% |
| YTD | +6.5% | +4.4% | +2.0% | +5.2% |
| 1Y | +22.8% | -0.9% | +23.7% | +22.7% |
| All | +161.4% | -17.7% | +179.1% | +157.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling