+55.7%
PPL vs CCJ
+73.2%
-17.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.3% | +3.4% | 0.0% |
| 7D | 0.0% | +0.4% | -0.4% | 0.0% |
| 30D | +4.3% | -17.2% | +21.5% | +4.3% |
| 3M | +2.9% | -25.1% | +28.1% | +2.9% |
| 6M | +1.1% | -37.6% | +38.7% | +0.9% |
| YTD | +4.5% | -20.4% | +24.8% | +4.5% |
| 1Y | +0.1% | -22.5% | +22.6% | +0.1% |
| 3Y | +55.7% | +72.5% | -16.8% | +57.7% |
| All | +55.7% | +73.2% | -17.5% | +57.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling