+275.1%
CCJ vs PCOR
-9.2%
+284.3%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.3% | -3.1% | -3.3% |
| 7D | +0.4% | +20.7% | -20.3% | -4.1% |
| 30D | -17.2% | +35.7% | -52.9% | -23.2% |
| 3M | -25.1% | +31.1% | -56.2% | -30.3% |
| 6M | -37.6% | +43.1% | -80.7% | -43.5% |
| YTD | -20.4% | +4.8% | -25.2% | -23.2% |
| 1Y | -22.5% | -3.7% | -18.9% | -23.4% |
| 3Y | +72.5% | +46.5% | +25.9% | +45.1% |
| 5Y | +179.9% | -17.3% | +197.1% | +148.6% |
| All | +275.1% | -9.2% | +284.3% | +237.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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