+9,145.9%
PCAR vs CCJ
+1,159.6%
+7,986.3%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.7% | -2.0% | +2.3% |
| 7D | +2.9% | +2.7% | +0.2% | +2.2% |
| 30D | -2.1% | -14.4% | +12.3% | +1.3% |
| 3M | -20.4% | -22.6% | +2.3% | -15.8% |
| 6M | -7.0% | -35.4% | +28.5% | +2.1% |
| YTD | -2.6% | -17.6% | +15.0% | -0.5% |
| 1Y | +9.8% | -18.1% | +27.9% | +12.0% |
| 3Y | +37.3% | +79.6% | -42.3% | +7.6% |
| 5Y | +116.4% | +175.3% | -58.8% | +42.9% |
| 10Y | +293.0% | +844.8% | -551.9% | +59.0% |
| All | +9,145.9% | +1,159.6% | +7,986.3% | +3,053.9% |
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