-17.5%
PINS vs CCJ
+791.1%
-808.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.2% | -2.5% | -1.6% |
| 7D | -5.2% | +5.9% | -11.2% | -6.7% |
| 30D | -14.9% | +4.7% | -19.7% | -16.2% |
| 3M | -8.4% | -3.3% | -5.1% | -8.3% |
| 6M | +0.6% | -7.0% | +7.7% | +0.3% |
| YTD | -22.2% | +11.5% | -33.7% | -27.4% |
| 1Y | -46.9% | +32.3% | -79.2% | -54.1% |
| 3Y | -26.9% | +176.8% | -203.7% | -53.2% |
| 5Y | -63.0% | +351.8% | -414.8% | -81.1% |
| All | -17.5% | +791.1% | -808.6% | -77.8% |
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