+5.6%
PCAR vs CCJ
-25.8%
+31.3%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.3% | -6.8% | -3.1% |
| 7D | +0.1% | -7.3% | +7.4% | +1.3% |
| 30D | -4.6% | -20.0% | +15.4% | -0.9% |
| 3M | -22.6% | -23.8% | +1.3% | -19.1% |
| 6M | -12.0% | -42.4% | +30.4% | -3.4% |
| YTD | -6.1% | -22.1% | +16.0% | -1.0% |
| All | +5.6% | -25.8% | +31.3% | +11.5% |
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 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