+285.9%
PCAR vs CCJ
+778.2%
-492.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.4% | +1.8% | -1.2% |
| 7D | +2.1% | +5.0% | -3.0% | +1.3% |
| 30D | -1.2% | -16.7% | +15.5% | +1.3% |
| 3M | -18.6% | -27.5% | +8.9% | -14.9% |
| 6M | -5.1% | -38.6% | +33.5% | +1.3% |
| YTD | -1.8% | -21.5% | +19.8% | +0.6% |
| 1Y | +10.6% | -22.3% | +32.9% | +13.2% |
| 3Y | +34.9% | +69.9% | -35.0% | +17.6% |
| 5Y | +114.0% | +163.6% | -49.6% | +67.6% |
| All | +285.9% | +778.2% | -492.3% | +105.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling