+116.1%
PG vs CCJ
+1,065.5%
-949.3%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.6% |
| 7D | -0.8% | -4.0% | +3.2% | -0.7% |
| 30D | +0.8% | -2.4% | +3.2% | +0.9% |
| 3M | -1.3% | -2.3% | +1.0% | -1.3% |
| 6M | -3.8% | -16.2% | +12.4% | -3.5% |
| YTD | +3.6% | +5.7% | -2.0% | +3.1% |
| 1Y | -5.7% | +21.3% | -27.0% | -6.9% |
| 3Y | +1.6% | +159.4% | -157.8% | -4.0% |
| 5Y | +14.6% | +300.7% | -286.0% | +4.7% |
| All | +116.1% | +1,065.5% | -949.3% | +81.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling