+753.7%
CCJ vs PBF
+260.7%
+492.9%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -1.9% | -1.5% |
| 7D | -0.8% | +6.5% | -7.3% | -1.8% |
| 30D | -13.2% | -20.0% | +6.8% | -10.3% |
| 3M | -27.6% | -3.3% | -24.3% | -27.9% |
| 6M | -38.7% | +76.8% | -115.5% | -45.3% |
| YTD | -22.7% | +168.9% | -191.6% | -37.4% |
| 1Y | -17.6% | +96.4% | -113.9% | -29.6% |
| 3Y | +62.7% | +77.2% | -14.5% | +35.5% |
| 5Y | +159.7% | +417.7% | -258.0% | +72.2% |
| All | +753.7% | +260.7% | +492.9% | +416.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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