+695.9%
PH vs CCJ
+765.4%
-69.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.4% | +0.3% |
| 7D | +4.3% | -0.8% | +5.1% | +4.5% |
| 30D | +0.1% | -13.2% | +13.3% | +3.3% |
| 3M | -9.4% | -27.6% | +18.3% | -2.9% |
| 6M | +8.8% | -38.7% | +47.5% | +20.1% |
| YTD | +9.6% | -22.7% | +32.3% | +13.3% |
| 1Y | +14.4% | -17.6% | +32.0% | +16.3% |
| 3Y | +134.5% | +62.7% | +71.8% | +90.5% |
| 5Y | +204.4% | +159.7% | +44.7% | +110.2% |
| All | +695.9% | +765.4% | -69.5% | +237.8% |
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