+1,065.3%
CCJ vs PFGC
+294.6%
+770.7%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.3% | -1.6% | -2.7% |
| 7D | -3.2% | -4.8% | +1.7% | -2.1% |
| 30D | -1.3% | -17.2% | +15.9% | +2.7% |
| 3M | +2.5% | -6.3% | +8.9% | +3.7% |
| 6M | -18.9% | +8.8% | -27.7% | -20.6% |
| YTD | +6.5% | +4.9% | +1.6% | +5.0% |
| 1Y | +22.8% | -9.5% | +32.3% | +24.7% |
| 3Y | +164.5% | +59.6% | +104.9% | +137.6% |
| 5Y | +303.7% | +113.5% | +190.2% | +240.9% |
| All | +1,065.3% | +294.6% | +770.7% | +750.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling