+132.9%
PH vs CCJ
+69.7%
+63.2%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.3% | -1.5% | +2.1% |
| 7D | +2.0% | -7.3% | +9.3% | +3.3% |
| 30D | -3.7% | -20.0% | +16.3% | 0.0% |
| 3M | -14.0% | -23.8% | +9.8% | -10.1% |
| 6M | +2.1% | -42.4% | +44.5% | +11.3% |
| YTD | +5.1% | -22.1% | +27.1% | +7.6% |
| 1Y | +10.9% | -20.8% | +31.8% | +13.1% |
| 3Y | +132.9% | +75.7% | +57.2% | +90.0% |
| All | +132.9% | +69.7% | +63.2% | +90.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling