-0.6%
PEP vs CCJ
+29.0%
-29.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.3% | -1.3% |
| 7D | -1.7% | +4.2% | -5.9% | -1.5% |
| 30D | +0.3% | +3.2% | -2.9% | +0.5% |
| 3M | -3.2% | -1.8% | -1.4% | -3.1% |
| 6M | -13.6% | -13.5% | 0.0% | -13.8% |
| YTD | -1.9% | +9.7% | -11.6% | -0.3% |
| 1Y | -0.6% | +30.0% | -30.6% | +3.3% |
| All | -0.6% | +29.0% | -29.7% | +3.3% |
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