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  • CCJ vs PFG✓SelectedUSD · PFGCCJ vs PFG performance historyLatest closeAs of+0.12%09/04
Stock and ETF performance explorer

CCJ vs PFG

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+3,345.5%
PFG return
+1,015.3%
Excess return
+2,330.3%
Maximum drawdown
-87.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioPFGExcessAlpha
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