+12.2%
PCAR vs CCJ
-26.2%
+38.4%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.2% | +5.3% | +4.3% |
| 7D | +3.7% | -14.5% | +18.2% | +6.4% |
| 30D | -2.9% | -18.1% | +15.1% | +0.3% |
| 3M | -21.7% | -23.0% | +1.3% | -18.3% |
| 6M | -6.6% | -39.4% | +32.7% | +1.4% |
| YTD | -2.2% | -21.7% | +19.4% | +2.7% |
| 1Y | +12.2% | -25.9% | +38.2% | +18.6% |
| All | +12.2% | -26.2% | +38.4% | +18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 CCJ 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