+13.4%
PCAR vs CCJ
-19.9%
+33.3%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.0% | +0.4% | +2.1% |
| 7D | +2.2% | +3.7% | -1.5% | +1.5% |
| 30D | +0.3% | -13.7% | +14.0% | +2.8% |
| 3M | -17.9% | -24.7% | +6.8% | -13.9% |
| 6M | -3.4% | -38.1% | +34.7% | +4.6% |
| YTD | -0.1% | -18.8% | +18.7% | +4.8% |
| 1Y | +13.4% | -19.5% | +32.9% | +19.1% |
| All | +13.4% | -19.9% | +33.3% | +19.1% |
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