+2.5%
PEP vs CCJ
-22.7%
+25.2%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.4% | +2.3% | -1.4% |
| 7D | -0.3% | +5.0% | -5.4% | 0.0% |
| 30D | +11.8% | -16.7% | +28.4% | +10.7% |
| 3M | +3.7% | -27.5% | +31.2% | +2.2% |
| 6M | -4.3% | -38.6% | +34.3% | -5.8% |
| YTD | +2.1% | -21.5% | +23.7% | +2.8% |
| 1Y | +2.5% | -22.3% | +24.8% | +3.2% |
| All | +2.5% | -22.7% | +25.2% | +3.2% |
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