+349.8%
CCJ vs PFGC
+114.2%
+235.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.9% | +3.1% | +2.0% |
| 7D | +5.9% | -2.4% | +8.4% | +7.0% |
| 30D | +4.7% | -15.8% | +20.5% | +12.3% |
| 3M | -3.3% | -0.6% | -2.7% | -3.8% |
| 6M | -7.0% | +10.7% | -17.7% | -12.1% |
| YTD | +11.5% | +7.6% | +3.8% | +6.5% |
| 1Y | +32.3% | -7.8% | +40.1% | +34.6% |
| 3Y | +176.8% | +63.7% | +113.1% | +113.1% |
| All | +349.8% | +114.2% | +235.6% | +185.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling