-10.5%
PCG vs CCJ
+175.9%
-186.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.3% | +2.4% |
| 7D | -13.9% | +0.7% | -14.6% | -13.9% |
| 30D | -16.9% | +6.9% | -23.7% | -17.1% |
| 3M | -14.7% | -11.6% | -3.1% | -14.3% |
| 6M | -23.8% | -16.2% | -7.6% | -23.4% |
| YTD | -10.5% | +10.1% | -20.6% | -11.6% |
| 1Y | -5.1% | +32.3% | -37.4% | -8.0% |
| All | -10.5% | +175.9% | -186.4% | -22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 CCJ 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