-19.9%
CCJ vs PCOR
-4.3%
-15.6%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.5% | +4.2% | +5.7% |
| 7D | +2.7% | +22.2% | -19.5% | +3.1% |
| 30D | -14.4% | +36.0% | -50.4% | -14.0% |
| 3M | -22.6% | +34.0% | -56.6% | -22.3% |
| 6M | -35.4% | +43.5% | -78.9% | -35.0% |
| YTD | -17.6% | +5.1% | -22.7% | -11.0% |
| All | -19.9% | -4.3% | -15.6% | -5.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling