+163.6%
CCJ vs PFG
+95.0%
+68.6%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.5% | -1.9% | -2.6% |
| 7D | +5.0% | +0.1% | +4.9% | +5.0% |
| 30D | -16.7% | +5.0% | -21.6% | -18.8% |
| 3M | -27.5% | +0.1% | -27.6% | -27.8% |
| 6M | -38.6% | +13.8% | -52.4% | -43.4% |
| YTD | -21.5% | +31.2% | -52.8% | -33.3% |
| 1Y | -22.3% | +37.1% | -59.4% | -35.5% |
| 3Y | +69.9% | +80.6% | -10.7% | +18.8% |
| 5Y | +163.6% | +93.7% | +69.9% | +63.3% |
| All | +163.6% | +95.0% | +68.6% | +63.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling