+730.1%
PFE vs CCJ
+1,583.6%
-853.5%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.4% | -1.3% |
| 7D | +1.8% | +0.7% | +1.0% | +1.7% |
| 30D | +10.2% | +6.9% | +3.4% | +9.4% |
| 3M | +12.7% | -11.6% | +24.3% | +13.8% |
| 6M | +10.5% | -16.2% | +26.8% | +11.8% |
| YTD | +20.2% | +10.1% | +10.0% | +17.4% |
| 1Y | +24.1% | +32.3% | -8.2% | +17.8% |
| 3Y | -3.6% | +171.3% | -174.9% | -18.3% |
| 5Y | -20.9% | +372.4% | -393.3% | -39.5% |
| 10Y | +35.8% | +1,070.0% | -1,034.2% | -14.2% |
| All | +730.1% | +1,583.6% | -853.5% | +332.8% |
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 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