-17.6%
CCJ vs PFGC
+15.6%
-33.2%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -16.6% |
| 3M | -27.6% | +6.4% | -34.0% | -28.5% |
| 6M | -38.7% | +16.0% | -54.7% | -42.3% |
| YTD | -22.7% | +23.6% | -46.3% | -26.7% |
| 1Y | -17.6% | +16.6% | -34.2% | -22.4% |
| All | -17.6% | +15.6% | -33.2% | -22.4% |
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