+359.1%
PCAR vs CCJ
+1,070.5%
-711.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.2% | -3.0% | -1.9% |
| 7D | 0.0% | +5.9% | -5.9% | -0.8% |
| 30D | -7.7% | +4.7% | -12.4% | -8.4% |
| 3M | +3.7% | -3.3% | +7.0% | +3.9% |
| 6M | +2.3% | -7.0% | +9.3% | +2.7% |
| YTD | +12.8% | +11.5% | +1.3% | +10.0% |
| 1Y | +27.8% | +32.3% | -4.5% | +20.1% |
| 3Y | +61.8% | +176.8% | -115.0% | +30.8% |
| 5Y | +168.2% | +351.8% | -183.6% | +92.2% |
| 10Y | +359.1% | +1,080.5% | -721.4% | +156.3% |
| All | +359.1% | +1,070.5% | -711.4% | +156.3% |
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