+1,065.3%
CCJ vs PFG
+247.4%
+817.9%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.8% | -3.8% | -3.3% |
| 7D | -3.2% | -3.0% | -0.2% | -2.0% |
| 30D | -1.3% | +2.5% | -3.8% | -2.3% |
| 3M | +2.5% | +6.1% | -3.6% | -0.2% |
| 6M | -18.9% | +31.3% | -50.2% | -27.6% |
| YTD | +6.5% | +33.6% | -27.1% | -5.8% |
| 1Y | +22.8% | +48.5% | -25.7% | +4.4% |
| 3Y | +164.5% | +69.6% | +94.9% | +111.3% |
| 5Y | +303.7% | +111.5% | +192.3% | +196.4% |
| All | +1,065.3% | +247.4% | +817.9% | +616.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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