+0.7%
PFE vs CCJ
+177.8%
-177.1%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.4% | -1.2% |
| 7D | +1.8% | +0.7% | +1.0% | +1.8% |
| 30D | +10.2% | +6.9% | +3.4% | +10.3% |
| 3M | +12.7% | -11.6% | +24.3% | +12.5% |
| 6M | +10.5% | -16.2% | +26.8% | +10.3% |
| YTD | +20.2% | +10.1% | +10.0% | +20.5% |
| 1Y | +24.1% | +32.3% | -8.2% | +24.9% |
| All | +0.7% | +177.8% | -177.1% | +4.8% |
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 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