+26.6%
CCJ vs PFGC
-8.0%
+34.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.2% |
| 7D | +4.2% | -3.7% | +7.9% | +5.4% |
| 30D | +3.2% | -16.0% | +19.1% | +8.6% |
| 3M | -1.8% | -4.1% | +2.3% | -2.0% |
| 6M | -13.5% | +8.7% | -22.3% | -18.9% |
| YTD | +9.7% | +6.4% | +3.4% | +6.9% |
| All | +26.6% | -8.0% | +34.6% | +21.4% |
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