+10,804.8%
PCAR vs CCJ
+1,583.6%
+9,221.2%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | 0.0% | +0.1% |
| 7D | -0.5% | +0.7% | -1.2% | -0.7% |
| 30D | -6.2% | +6.9% | -13.1% | -7.9% |
| 3M | +5.9% | -11.6% | +17.5% | +8.5% |
| 6M | +0.4% | -16.2% | +16.6% | +3.5% |
| YTD | +14.8% | +10.1% | +4.7% | +10.0% |
| 1Y | +30.1% | +32.3% | -2.2% | +16.9% |
| 3Y | +66.7% | +171.3% | -104.6% | +18.1% |
| 5Y | +166.1% | +372.4% | -206.3% | +51.9% |
| 10Y | +353.7% | +1,070.0% | -716.4% | +75.3% |
| All | +10,804.8% | +1,583.6% | +9,221.2% | +3,386.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling