-2.6%
PEP vs CCJ
+31.2%
-33.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.7% |
| 7D | -2.4% | +0.7% | -3.2% | -2.4% |
| 30D | -0.8% | +6.9% | -7.7% | -0.4% |
| 3M | -2.2% | -11.6% | +9.5% | -2.4% |
| 6M | -14.4% | -16.2% | +1.8% | -14.8% |
| YTD | -2.2% | +10.1% | -12.3% | -0.5% |
| 1Y | -2.6% | +32.3% | -34.9% | +1.8% |
| All | -2.6% | +31.2% | -33.8% | +1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 1y: compounded portfolio wealth divided by compounded CCJ 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…
1y analysis · Full analysis span regression · 6 months rolling