-38.6%
CCJ vs PFG
+15.0%
-53.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.5% | -1.9% | -3.3% |
| 7D | +5.0% | +0.1% | +4.9% | +4.9% |
| 30D | -16.7% | +5.0% | -21.6% | -16.3% |
| 3M | -27.5% | +0.1% | -27.6% | -28.2% |
| 6M | -38.6% | +13.8% | -52.4% | -35.0% |
| All | -38.6% | +15.0% | -53.6% | -35.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling