+176.8%
CCJ vs PSA
+24.4%
+152.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.4% | +1.2% |
| 7D | +5.9% | -0.4% | +6.3% | +6.0% |
| 30D | +4.7% | -8.2% | +12.9% | +5.5% |
| 3M | -3.3% | -2.1% | -1.1% | -3.4% |
| 6M | -7.0% | -0.2% | -6.8% | -7.9% |
| YTD | +11.5% | +18.5% | -7.0% | +9.9% |
| 1Y | +32.3% | +6.6% | +25.7% | +30.6% |
| 3Y | +176.8% | +24.5% | +152.4% | +169.6% |
| All | +176.8% | +24.4% | +152.5% | +169.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling