+351.8%
CCJ vs PFG
+110.7%
+241.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.4% | +2.6% | +2.0% |
| 7D | +5.9% | +6.0% | -0.1% | +2.6% |
| 30D | +4.7% | +2.2% | +2.5% | +3.4% |
| 3M | -3.3% | +10.4% | -13.7% | -8.9% |
| 6M | -7.0% | +27.8% | -34.8% | -19.4% |
| YTD | +11.5% | +33.6% | -22.2% | -5.9% |
| 1Y | +32.3% | +49.3% | -17.0% | +5.2% |
| 3Y | +176.8% | +69.7% | +107.1% | +100.8% |
| 5Y | +351.8% | +111.3% | +240.4% | +176.4% |
| All | +351.8% | +110.7% | +241.1% | +176.4% |
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