+812.6%
PH vs CCJ
+1,078.9%
-266.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.9% | -0.3% |
| 7D | 0.0% | +4.2% | -4.2% | -0.9% |
| 30D | -10.3% | +3.2% | -13.5% | -11.0% |
| 3M | +5.1% | -1.8% | +6.9% | +5.0% |
| 6M | +2.3% | -13.5% | +15.8% | +4.3% |
| YTD | +8.7% | +9.7% | -1.1% | +4.1% |
| 1Y | +26.8% | +30.0% | -3.2% | +14.7% |
| 3Y | +139.2% | +172.6% | -33.4% | +72.8% |
| 5Y | +251.1% | +342.9% | -91.8% | +113.1% |
| 10Y | +812.6% | +1,099.7% | -287.2% | +297.9% |
| All | +812.6% | +1,078.9% | -266.3% | +297.9% |
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