+451.9%
PWR vs CCJ
+347.8%
+104.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -1.4% |
| 7D | +2.7% | +4.2% | -1.5% | +1.2% |
| 30D | -5.1% | +3.2% | -8.3% | -6.4% |
| 3M | -9.4% | -1.8% | -7.6% | -9.2% |
| 6M | +10.4% | -13.5% | +24.0% | +14.5% |
| YTD | +48.6% | +9.7% | +38.9% | +42.0% |
| 1Y | +68.0% | +30.0% | +38.0% | +49.2% |
| 3Y | +204.7% | +172.6% | +32.1% | +106.7% |
| 5Y | +451.9% | +342.9% | +109.0% | +211.4% |
| All | +451.9% | +347.8% | +104.1% | +211.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling