+8,390.6%
PWR vs CCJ
+2,728.5%
+5,662.1%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | +3.6% | +0.7% | +2.9% | +3.3% |
| 30D | -8.6% | +6.9% | -15.4% | -10.9% |
| 3M | -13.2% | -11.6% | -1.5% | -10.0% |
| 6M | +9.9% | -16.2% | +26.1% | +15.3% |
| YTD | +48.0% | +10.1% | +37.9% | +41.3% |
| 1Y | +66.2% | +32.3% | +33.9% | +46.8% |
| 3Y | +195.1% | +171.3% | +23.8% | +99.8% |
| 5Y | +442.6% | +372.4% | +70.2% | +188.8% |
| 10Y | +2,334.2% | +1,070.0% | +1,264.2% | +737.5% |
| All | +8,390.6% | +2,728.5% | +5,662.1% | +2,781.5% |
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