-63.4%
PINS vs CCJ
+369.1%
-432.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.2% |
| 7D | -12.0% | +0.7% | -12.8% | -12.2% |
| 30D | -12.7% | +6.9% | -19.5% | -14.3% |
| 3M | -5.5% | -11.6% | +6.1% | -3.3% |
| 6M | +5.3% | -16.2% | +21.5% | +7.8% |
| YTD | -21.2% | +10.1% | -31.3% | -26.1% |
| 1Y | -45.0% | +32.3% | -77.3% | -52.3% |
| 3Y | -26.2% | +171.3% | -197.5% | -53.0% |
| All | -63.4% | +369.1% | -432.5% | -81.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling