+11.0%
PCG vs CCJ
+1,091.6%
-1,080.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.3% | -6.3% | -2.5% |
| 7D | -1.6% | -7.3% | +5.7% | -0.7% |
| 30D | +1.4% | -20.0% | +21.4% | +4.1% |
| 3M | -23.4% | -23.8% | +0.4% | -20.9% |
| 6M | -19.4% | -42.4% | +23.0% | -14.2% |
| YTD | -18.5% | -22.1% | +3.6% | -17.2% |
| 1Y | -19.5% | -20.8% | +1.3% | -18.6% |
| 3Y | -21.0% | +75.7% | -96.7% | -30.3% |
| 5Y | +13.7% | +167.4% | -153.7% | -7.6% |
| 10Y | -77.2% | +826.3% | -903.5% | -85.2% |
| All | +11.0% | +1,091.6% | -1,080.7% | -38.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling