+821.1%
PM vs CCJ
+148.5%
+672.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +5.7% | -8.1% | -3.1% |
| 7D | -7.3% | +2.7% | -10.0% | -7.6% |
| 30D | -4.0% | -14.4% | +10.4% | -2.4% |
| 3M | +2.7% | -22.6% | +25.4% | +5.5% |
| 6M | +14.9% | -35.4% | +50.3% | +20.1% |
| YTD | +23.5% | -17.6% | +41.2% | +24.2% |
| 1Y | +30.4% | -18.1% | +48.5% | +30.9% |
| 3Y | +143.2% | +79.6% | +63.7% | +110.4% |
| 5Y | +159.5% | +175.3% | -15.8% | +102.3% |
| 10Y | +234.7% | +844.8% | -610.2% | +88.5% |
| All | +821.1% | +148.5% | +672.5% | +395.2% |
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