+950.2%
PEP vs CCJ
+1,117.9%
-167.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.3% | +4.5% | +1.4% |
| 7D | +4.6% | +0.4% | +4.2% | +4.6% |
| 30D | +14.0% | -17.2% | +31.3% | +15.2% |
| 3M | +5.4% | -25.1% | +30.5% | +7.1% |
| 6M | -5.1% | -37.6% | +32.4% | -2.7% |
| YTD | +3.1% | -20.4% | +23.5% | +3.6% |
| 1Y | +4.8% | -22.5% | +27.3% | +5.4% |
| 3Y | -4.1% | +72.5% | -76.6% | -11.0% |
| 5Y | +3.0% | +179.9% | -176.9% | -9.9% |
| 10Y | +89.6% | +772.6% | -683.0% | +43.2% |
| All | +950.2% | +1,117.9% | -167.7% | +653.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling