+62.7%
CCJ vs PBF
+80.0%
-17.3%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -1.9% | -1.5% |
| 7D | -0.8% | +6.5% | -7.3% | -1.3% |
| 30D | -13.2% | -20.0% | +6.8% | -11.9% |
| 3M | -27.6% | -3.3% | -24.3% | -27.8% |
| 6M | -38.7% | +76.8% | -115.5% | -42.3% |
| YTD | -22.7% | +168.9% | -191.6% | -33.6% |
| 1Y | -17.6% | +96.4% | -113.9% | -25.8% |
| 3Y | +62.7% | +77.2% | -14.5% | +47.9% |
| All | +62.7% | +80.0% | -17.3% | +47.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling