+351.8%
CCJ vs PBF
+735.5%
-383.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.3% | -2.0% | +0.7% |
| 7D | +5.9% | +2.4% | +3.6% | +5.5% |
| 30D | +4.7% | +24.9% | -20.2% | +0.7% |
| 3M | -3.3% | +81.9% | -85.2% | -13.7% |
| 6M | -7.0% | +79.4% | -86.4% | -18.5% |
| YTD | +11.5% | +188.3% | -176.9% | -12.2% |
| 1Y | +32.3% | +177.3% | -145.0% | +3.5% |
| 3Y | +176.8% | +56.0% | +120.8% | +136.7% |
| 5Y | +351.8% | +804.0% | -452.2% | +133.9% |
| All | +351.8% | +735.5% | -383.7% | +133.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling