-25.9%
CCJ vs PFGC
+12.5%
-38.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +13.5% | -14.7% | -4.4% |
| 7D | -14.5% | +13.9% | -28.4% | -17.5% |
| 30D | -18.1% | +18.4% | -36.4% | -22.0% |
| 3M | -23.0% | -2.5% | -20.5% | -22.0% |
| 6M | -39.4% | +26.0% | -65.4% | -45.9% |
| YTD | -21.7% | +21.9% | -43.5% | -26.7% |
| 1Y | -25.9% | +13.4% | -39.3% | -30.2% |
| All | -25.9% | +12.5% | -38.4% | -30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 1y: compounded portfolio wealth divided by compounded PFGC 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…
1y analysis · Full analysis span regression · 6 months rolling