+35.8%
PCAR vs CCJ
+67.4%
-31.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.5% |
| 7D | +4.9% | -0.8% | +5.7% | +5.0% |
| 30D | -1.4% | -13.2% | +11.8% | 0.0% |
| 3M | -18.1% | -27.6% | +9.5% | -15.3% |
| 6M | -4.0% | -38.7% | +34.7% | +0.9% |
| YTD | -1.5% | -22.7% | +21.2% | +1.3% |
| 1Y | +13.2% | -17.6% | +30.8% | +15.7% |
| 3Y | +35.8% | +62.7% | -26.9% | +24.8% |
| All | +35.8% | +67.4% | -31.6% | +24.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling