-21.2%
PINS vs CCJ
+549.5%
-570.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.0% | -0.5% | +0.9% |
| 7D | -9.4% | +3.7% | -13.1% | -10.3% |
| 30D | -10.2% | -13.7% | +3.5% | -6.9% |
| 3M | -19.0% | -24.7% | +5.7% | -13.4% |
| 6M | -7.4% | -38.1% | +30.8% | +3.7% |
| YTD | -25.7% | -18.8% | -7.0% | -25.0% |
| 1Y | -29.7% | -19.5% | -10.2% | -29.1% |
| 3Y | -38.1% | +75.9% | -114.0% | -55.0% |
| 5Y | -57.3% | +173.1% | -230.4% | -74.7% |
| All | -21.2% | +549.5% | -570.7% | -77.1% |
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 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