+9.3%
PCG vs CCJ
+159.0%
-149.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.5% | +3.6% | +2.3% |
| 7D | +2.2% | -0.8% | +3.0% | +2.2% |
| 30D | +0.8% | -13.2% | +13.9% | +2.1% |
| 3M | -23.8% | -27.6% | +3.8% | -21.3% |
| 6M | -19.6% | -38.7% | +19.1% | -15.8% |
| YTD | -16.7% | -22.7% | +6.0% | -15.8% |
| 1Y | -19.4% | -17.6% | -1.8% | -19.2% |
| 3Y | -18.3% | +62.7% | -81.0% | -28.8% |
| All | +9.3% | +159.0% | -149.6% | -14.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling