+2,393.1%
PWR vs CCJ
+1,074.4%
+1,318.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.0% | +1.7% | -0.4% |
| 7D | -0.2% | -3.2% | +3.0% | +0.7% |
| 30D | -7.7% | -1.3% | -6.4% | -7.6% |
| 3M | -4.9% | +2.5% | -7.4% | -5.9% |
| 6M | +9.7% | -18.9% | +28.6% | +15.6% |
| YTD | +46.7% | +6.5% | +40.2% | +42.4% |
| 1Y | +58.7% | +22.8% | +35.9% | +45.7% |
| 3Y | +200.7% | +164.5% | +36.2% | +117.1% |
| 5Y | +438.6% | +303.7% | +134.8% | +233.1% |
| All | +2,393.1% | +1,074.4% | +1,318.7% | +1,032.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling