+779.5%
CCJ vs PR
+169.5%
+610.1%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.4% |
| 7D | +0.7% | +2.9% | -2.2% | +0.2% |
| 30D | +6.9% | +18.0% | -11.2% | +3.8% |
| 3M | -11.6% | +16.9% | -28.5% | -14.2% |
| 6M | -16.2% | +28.2% | -44.4% | -20.4% |
| YTD | +10.1% | +69.3% | -59.2% | -0.2% |
| 1Y | +32.3% | +69.5% | -37.2% | +19.3% |
| 3Y | +171.3% | +81.7% | +89.6% | +139.4% |
| 5Y | +372.4% | +422.2% | -49.9% | +249.2% |
| 10Y | +1,070.0% | +110.4% | +959.7% | +826.0% |
| All | +779.5% | +169.5% | +610.1% | +603.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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