+8,818.0%
PCAR vs CCJ
+1,091.6%
+7,726.4%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.3% | -6.8% | -3.5% |
| 7D | +0.1% | -7.3% | +7.4% | +1.8% |
| 30D | -4.6% | -20.0% | +15.4% | +0.3% |
| 3M | -22.6% | -23.8% | +1.3% | -17.9% |
| 6M | -12.0% | -42.4% | +30.4% | -0.7% |
| YTD | -6.1% | -22.1% | +16.0% | -2.7% |
| 1Y | +6.3% | -20.8% | +27.2% | +9.3% |
| 3Y | +31.8% | +75.7% | -43.9% | +3.8% |
| 5Y | +104.2% | +167.4% | -63.3% | +35.6% |
| 10Y | +302.9% | +826.3% | -523.4% | +63.4% |
| All | +8,818.0% | +1,091.6% | +7,726.4% | +2,983.0% |
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