+1,233.3%
PPL vs CCJ
+1,091.6%
+141.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.3% | -4.9% | -1.1% |
| 7D | +0.4% | -7.3% | +7.7% | +1.3% |
| 30D | +5.4% | -20.0% | +25.4% | +8.1% |
| 3M | +4.3% | -23.8% | +28.1% | +7.3% |
| 6M | -1.3% | -42.4% | +41.1% | +4.6% |
| YTD | +4.7% | -22.1% | +26.8% | +6.1% |
| 1Y | +1.3% | -20.8% | +22.1% | +2.2% |
| 3Y | +57.2% | +75.7% | -18.5% | +38.4% |
| 5Y | +48.2% | +167.4% | -119.2% | +19.8% |
| 10Y | +62.7% | +826.3% | -763.6% | +2.2% |
| All | +1,233.3% | +1,091.6% | +141.7% | +671.3% |
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