+264.0%
CCJ vs PCOR
-7.6%
+271.6%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.6% |
| 7D | -0.8% | +3.0% | -3.8% | -1.4% |
| 30D | -13.2% | +38.7% | -51.9% | -19.8% |
| 3M | -27.6% | +24.9% | -52.5% | -31.8% |
| 6M | -38.7% | +68.8% | -107.5% | -46.7% |
| YTD | -22.7% | +6.7% | -29.4% | -25.8% |
| 1Y | -17.6% | +3.0% | -20.6% | -20.0% |
| 3Y | +62.7% | +48.6% | +14.1% | +36.5% |
| 5Y | +159.7% | -12.7% | +172.4% | +128.8% |
| All | +264.0% | -7.6% | +271.6% | +225.9% |
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