+710.0%
PH vs CCJ
+785.0%
-75.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.2% | +0.4% |
| 7D | +6.9% | +3.7% | +3.2% | +6.0% |
| 30D | +1.7% | -13.7% | +15.4% | +4.9% |
| 3M | -8.1% | -24.7% | +16.6% | -2.5% |
| 6M | +11.5% | -38.1% | +49.6% | +22.9% |
| YTD | +11.4% | -18.8% | +30.1% | +13.8% |
| 1Y | +14.1% | -19.5% | +33.6% | +16.5% |
| 3Y | +138.2% | +75.9% | +62.3% | +90.0% |
| 5Y | +216.0% | +173.1% | +42.9% | +115.7% |
| 10Y | +710.0% | +813.5% | -103.5% | +238.6% |
| All | +710.0% | +785.0% | -75.1% | +238.6% |
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