+49.6%
PFE vs CCJ
+859.4%
-809.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.7% | -6.3% | -0.8% |
| 7D | -4.7% | +2.7% | -7.4% | -4.8% |
| 30D | +3.4% | -14.4% | +17.8% | +4.0% |
| 3M | +9.2% | -22.6% | +31.8% | +10.4% |
| 6M | +15.8% | -35.4% | +51.3% | +17.9% |
| YTD | +23.4% | -17.6% | +41.1% | +23.6% |
| 1Y | +25.8% | -18.1% | +44.0% | +26.0% |
| 3Y | +17.8% | +79.6% | -61.7% | +10.5% |
| 5Y | -20.2% | +175.3% | -195.5% | -28.5% |
| 10Y | +49.6% | +844.8% | -795.2% | +12.7% |
| All | +49.6% | +859.4% | -809.8% | +12.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling