+251.7%
CCJ vs PCOR
-10.0%
+261.7%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | 0.0% | -4.7% | -4.7% |
| 7D | -18.2% | +23.7% | -41.8% | -22.3% |
| 30D | -26.5% | +39.0% | -65.5% | -32.2% |
| 3M | -27.5% | +35.8% | -63.3% | -33.1% |
| 6M | -40.3% | +38.2% | -78.5% | -45.6% |
| YTD | -25.3% | +3.9% | -29.2% | -27.9% |
| 1Y | -28.1% | +5.7% | -33.8% | -31.1% |
| 3Y | +63.8% | +44.8% | +19.1% | +38.0% |
| 5Y | +156.3% | -19.8% | +176.1% | +128.8% |
| All | +251.7% | -10.0% | +261.7% | +216.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling