+9,190.9%
PH vs CCJ
+1,583.6%
+7,607.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -3.1% | +0.7% | -3.8% | -3.3% |
| 30D | -3.2% | +6.9% | -10.1% | -5.1% |
| 3M | +10.6% | -11.6% | +22.2% | +13.4% |
| 6M | -2.1% | -16.2% | +14.1% | +0.9% |
| YTD | +10.2% | +10.1% | +0.1% | +4.6% |
| 1Y | +28.2% | +32.3% | -4.0% | +13.4% |
| 3Y | +134.9% | +171.3% | -36.4% | +62.3% |
| 5Y | +253.6% | +372.4% | -118.8% | +95.9% |
| 10Y | +804.7% | +1,070.0% | -265.3% | +243.7% |
| All | +9,190.9% | +1,583.6% | +7,607.3% | +3,175.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling