+811.3%
CCJ vs PFGC
+419.1%
+392.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | +0.7% | -2.2% | +2.9% | +1.2% |
| 30D | +6.9% | -11.9% | +18.8% | +9.7% |
| 3M | -11.6% | +5.0% | -16.7% | -12.9% |
| 6M | -16.2% | +8.6% | -24.8% | -18.0% |
| YTD | +10.1% | +9.7% | +0.4% | +7.5% |
| 1Y | +32.3% | -6.3% | +38.6% | +33.2% |
| 3Y | +171.3% | +58.2% | +113.1% | +144.2% |
| 5Y | +372.4% | +110.4% | +262.0% | +298.9% |
| 10Y | +1,070.0% | +272.8% | +797.3% | +747.2% |
| All | +811.3% | +419.1% | +392.2% | +506.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling