+14.1%
PH vs CCJ
-19.9%
+34.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.2% | +0.4% |
| 7D | +6.9% | +3.7% | +3.2% | +6.2% |
| 30D | +1.7% | -13.7% | +15.4% | +4.0% |
| 3M | -8.1% | -24.7% | +16.6% | -4.1% |
| 6M | +11.5% | -38.1% | +49.6% | +19.0% |
| YTD | +11.4% | -18.8% | +30.1% | +12.2% |
| 1Y | +14.1% | -19.5% | +33.6% | +15.0% |
| All | +14.1% | -19.9% | +34.0% | +15.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling