-25.9%
CCJ vs PSA
+28.0%
-54.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.8% | -4.0% | -1.8% |
| 7D | -14.5% | +10.5% | -25.1% | -16.6% |
| 30D | -18.1% | +21.7% | -39.7% | -22.4% |
| 3M | -23.0% | +6.1% | -29.1% | -24.2% |
| 6M | -39.4% | +18.3% | -57.7% | -43.9% |
| YTD | -21.7% | +36.1% | -57.7% | -29.6% |
| 1Y | -25.9% | +29.3% | -55.2% | -32.8% |
| All | -25.9% | +28.0% | -54.0% | -32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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