-4.6%
PEP vs CCJ
+62.6%
-67.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.7% | +4.9% | -0.1% |
| 7D | +6.7% | -18.2% | +24.8% | +5.4% |
| 30D | +13.5% | -26.5% | +40.1% | +11.5% |
| 3M | +3.9% | -27.5% | +31.4% | +2.1% |
| 6M | -6.0% | -40.3% | +34.3% | -8.4% |
| YTD | +2.5% | -25.3% | +27.8% | +1.6% |
| 1Y | +3.9% | -28.1% | +32.1% | +2.9% |
| All | -4.6% | +62.6% | -67.2% | -0.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling