+937.5%
PEP vs CCJ
+1,159.6%
-222.1%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.7% | -5.3% | 0.0% |
| 7D | +1.0% | +2.7% | -1.7% | +0.8% |
| 30D | +12.6% | -14.4% | +27.0% | +13.6% |
| 3M | +3.1% | -22.6% | +25.8% | +4.6% |
| 6M | -6.3% | -35.4% | +29.2% | -4.1% |
| YTD | +1.9% | -17.6% | +19.5% | +2.1% |
| 1Y | +3.3% | -18.1% | +21.4% | +3.5% |
| 3Y | -4.8% | +79.6% | -84.4% | -11.8% |
| 5Y | +2.0% | +175.3% | -173.2% | -10.5% |
| 10Y | +80.3% | +844.8% | -764.5% | +35.3% |
| All | +937.5% | +1,159.6% | -222.1% | +642.4% |
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