+29.7%
PM vs CCJ
-19.9%
+49.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.0% | -0.9% | +1.1% |
| 7D | -7.1% | +3.7% | -10.7% | -6.9% |
| 30D | -2.8% | -13.7% | +10.9% | -3.1% |
| 3M | +6.3% | -24.7% | +31.1% | +5.8% |
| 6M | +9.6% | -38.1% | +47.8% | +10.5% |
| YTD | +25.6% | -18.8% | +44.4% | +26.4% |
| 1Y | +29.7% | -19.5% | +49.2% | +30.4% |
| All | +29.7% | -19.9% | +49.5% | +30.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling