+763.1%
PM vs CCJ
+232.2%
+531.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.0% |
| 7D | -4.9% | +0.7% | -5.6% | -5.0% |
| 30D | -3.4% | +6.9% | -10.3% | -4.3% |
| 3M | +5.2% | -11.6% | +16.8% | +6.3% |
| 6M | +3.7% | -16.2% | +19.9% | +5.1% |
| YTD | +15.8% | +10.1% | +5.7% | +12.7% |
| 1Y | +17.4% | +32.3% | -14.9% | +10.4% |
| 3Y | +116.9% | +171.3% | -54.4% | +78.0% |
| 5Y | +117.3% | +372.4% | -255.1% | +56.1% |
| 10Y | +193.8% | +1,070.0% | -876.3% | +62.4% |
| All | +763.1% | +232.2% | +531.0% | +349.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling