+67.6%
CCJ vs PFGC
+82.3%
-14.7%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.6% | -3.1% |
| 7D | +0.4% | +15.0% | -14.6% | -4.2% |
| 30D | -17.2% | +17.0% | -34.2% | -21.7% |
| 3M | -25.1% | -2.5% | -22.7% | -24.6% |
| 6M | -37.6% | +19.2% | -56.8% | -42.2% |
| YTD | -20.4% | +23.4% | -43.8% | -27.2% |
| 1Y | -22.5% | +13.9% | -36.4% | -27.2% |
| All | +67.6% | +82.3% | -14.7% | +31.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling