+19.5%
PFE vs CCJ
-22.9%
+42.4%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.2% |
| 7D | -1.7% | -0.8% | -0.9% | -1.7% |
| 30D | +0.3% | -13.2% | +13.5% | +0.2% |
| 3M | +9.4% | -27.6% | +37.0% | +9.4% |
| 6M | +14.9% | -38.7% | +53.6% | +15.1% |
| YTD | +23.8% | -22.7% | +46.5% | +18.9% |
| 1Y | +19.5% | -17.6% | +37.1% | +14.1% |
| All | +19.5% | -22.9% | +42.4% | +14.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling