+1,604.2%
CCJ vs PPG
+867.1%
+737.1%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.5% | +3.7% | +2.4% |
| 7D | +5.9% | 0.0% | +5.9% | +5.9% |
| 30D | +4.7% | -7.8% | +12.5% | +8.8% |
| 3M | -3.3% | -2.2% | -1.1% | -2.6% |
| 6M | -7.0% | +4.1% | -11.2% | -9.1% |
| YTD | +11.5% | +9.1% | +2.4% | +6.2% |
| 1Y | +32.3% | +1.0% | +31.3% | +29.9% |
| 3Y | +176.8% | -13.3% | +190.1% | +184.6% |
| 5Y | +351.8% | -19.2% | +371.0% | +368.9% |
| 10Y | +1,080.5% | +25.9% | +1,054.6% | +825.7% |
| All | +1,604.2% | +867.1% | +737.1% | +478.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling