+11,259.4%
PGR vs CCJ
+1,528.1%
+9,731.3%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.0% | +3.3% | +0.8% |
| 7D | -3.4% | -3.2% | -0.3% | -3.0% |
| 30D | +1.8% | -1.3% | +3.1% | +1.8% |
| 3M | +5.9% | +2.5% | +3.4% | +5.0% |
| 6M | +4.6% | -18.9% | +23.4% | +6.5% |
| YTD | +1.1% | +6.5% | -5.4% | -2.0% |
| 1Y | -6.6% | +22.8% | -29.4% | -12.5% |
| 3Y | +74.2% | +164.5% | -90.3% | +38.5% |
| 5Y | +159.5% | +303.7% | -144.2% | +83.4% |
| 10Y | +813.4% | +1,064.0% | -250.6% | +380.9% |
| All | +11,259.4% | +1,528.1% | +9,731.3% | +4,661.4% |
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