+9,215.8%
PH vs CCJ
+1,117.9%
+8,098.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.3% | +4.2% | +1.8% |
| 7D | +2.1% | +0.4% | +1.7% | +2.0% |
| 30D | +0.3% | -17.2% | +17.5% | +5.3% |
| 3M | -8.8% | -25.1% | +16.3% | -2.0% |
| 6M | +10.0% | -37.6% | +47.6% | +23.1% |
| YTD | +10.5% | -20.4% | +30.8% | +14.0% |
| 1Y | +15.5% | -22.5% | +38.0% | +19.6% |
| 3Y | +136.4% | +72.5% | +63.9% | +84.6% |
| 5Y | +213.6% | +179.9% | +33.7% | +102.4% |
| 10Y | +713.9% | +772.6% | -58.7% | +234.1% |
| All | +9,215.8% | +1,117.9% | +8,098.0% | +3,467.9% |
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