+267.0%
CCJ vs PCOR
-10.3%
+277.3%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.7% | +4.4% |
| 7D | -7.3% | +22.7% | -30.0% | -11.9% |
| 30D | -20.0% | +37.5% | -57.4% | -25.9% |
| 3M | -23.8% | +35.2% | -59.0% | -29.6% |
| 6M | -42.4% | +42.2% | -84.6% | -47.8% |
| YTD | -22.1% | +3.6% | -25.6% | -24.7% |
| 1Y | -20.8% | -4.8% | -16.1% | -21.6% |
| 3Y | +75.7% | +48.3% | +27.4% | +46.9% |
| 5Y | +167.4% | -20.1% | +187.5% | +138.9% |
| All | +267.0% | -10.3% | +277.3% | +230.6% |
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