+14.3%
PFE vs CCJ
+69.7%
-55.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.3% | -6.0% | -1.6% |
| 7D | -3.7% | -7.3% | +3.6% | -3.8% |
| 30D | +5.0% | -20.0% | +24.9% | +4.6% |
| 3M | +12.2% | -23.8% | +36.0% | +11.8% |
| 6M | +14.6% | -42.4% | +57.0% | +13.9% |
| YTD | +24.1% | -22.1% | +46.2% | +23.8% |
| 1Y | +26.6% | -20.8% | +47.4% | +26.2% |
| 3Y | +14.3% | +75.7% | -61.4% | +15.9% |
| All | +14.3% | +69.7% | -55.4% | +15.9% |
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 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