+753.7%
CCJ vs PSA
+132.6%
+621.1%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.2% | -1.4% |
| 7D | -0.8% | -1.4% | +0.6% | -0.5% |
| 30D | -13.2% | +15.2% | -28.4% | -16.1% |
| 3M | -27.6% | +2.2% | -29.9% | -28.1% |
| 6M | -38.7% | +11.7% | -50.4% | -40.6% |
| YTD | -22.7% | +32.0% | -54.7% | -28.0% |
| 1Y | -17.6% | +26.3% | -43.9% | -22.5% |
| 3Y | +62.7% | +52.4% | +10.3% | +42.1% |
| 5Y | +159.7% | +26.3% | +133.5% | +137.7% |
| All | +753.7% | +132.6% | +621.1% | +592.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling