+125.1%
PM vs CCJ
+346.5%
-221.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.2% | 0.0% | +1.2% |
| 7D | -1.3% | +5.9% | -7.2% | -1.4% |
| 30D | -2.6% | +4.7% | -7.3% | -2.6% |
| 3M | +5.8% | -3.3% | +9.1% | +5.9% |
| 6M | +10.6% | -7.0% | +17.6% | +10.7% |
| YTD | +17.2% | +11.5% | +5.7% | +16.9% |
| 1Y | +17.6% | +32.3% | -14.6% | +16.8% |
| 3Y | +124.3% | +176.8% | -52.6% | +114.9% |
| 5Y | +125.1% | +351.8% | -226.7% | +112.8% |
| All | +125.1% | +346.5% | -221.4% | +112.8% |
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 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