+753.7%
CCJ vs PFGC
+351.0%
+402.7%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -1.7% |
| 7D | -0.8% | +3.4% | -4.2% | -1.5% |
| 30D | -13.2% | +16.9% | -30.1% | -16.3% |
| 3M | -27.6% | +6.4% | -34.0% | -28.9% |
| 6M | -38.7% | +16.0% | -54.7% | -41.1% |
| YTD | -22.7% | +23.6% | -46.3% | -26.7% |
| 1Y | -17.6% | +16.6% | -34.2% | -20.9% |
| 3Y | +62.7% | +82.3% | -19.6% | +41.4% |
| 5Y | +159.7% | +138.7% | +21.0% | +112.8% |
| All | +753.7% | +351.0% | +402.7% | +501.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling