+3,345.5%
CCJ vs PFG
+1,015.3%
+2,330.3%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.7% | +0.6% |
| 7D | +0.7% | +5.5% | -4.8% | -1.1% |
| 30D | +6.9% | +2.4% | +4.5% | +5.9% |
| 3M | -11.6% | +13.6% | -25.2% | -15.7% |
| 6M | -16.2% | +27.9% | -44.1% | -23.2% |
| YTD | +10.1% | +35.6% | -25.4% | -1.2% |
| 1Y | +32.3% | +48.5% | -16.2% | +15.3% |
| 3Y | +171.3% | +66.9% | +104.4% | +125.4% |
| 5Y | +372.4% | +111.0% | +261.4% | +261.3% |
| 10Y | +1,070.0% | +244.5% | +825.5% | +613.4% |
| All | +3,345.5% | +1,015.3% | +2,330.3% | +1,194.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling