+843.8%
PM vs CCJ
+135.1%
+708.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.3% | -6.1% | -2.3% |
| 7D | -5.2% | -7.3% | +2.1% | -4.4% |
| 30D | +2.7% | -20.0% | +22.6% | +5.3% |
| 3M | +6.1% | -23.8% | +30.0% | +9.2% |
| 6M | +18.0% | -42.4% | +60.4% | +25.2% |
| YTD | +26.6% | -22.1% | +48.6% | +28.2% |
| 1Y | +36.7% | -20.8% | +57.5% | +37.8% |
| 3Y | +146.0% | +75.7% | +70.3% | +113.1% |
| 5Y | +164.1% | +167.4% | -3.4% | +106.4% |
| 10Y | +238.8% | +826.3% | -587.5% | +90.8% |
| All | +843.8% | +135.1% | +708.6% | +411.0% |
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