+1,583.6%
CCJ vs PSA
+4,516.7%
-2,933.1%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.5% |
| 7D | +0.7% | -3.7% | +4.4% | +2.0% |
| 30D | +6.9% | -7.7% | +14.6% | +9.8% |
| 3M | -11.6% | -0.6% | -11.0% | -11.9% |
| 6M | -16.2% | -0.9% | -15.3% | -16.3% |
| YTD | +10.1% | +18.7% | -8.5% | +3.3% |
| 1Y | +32.3% | +7.6% | +24.6% | +27.9% |
| 3Y | +171.3% | +23.7% | +147.6% | +143.6% |
| 5Y | +372.4% | +13.7% | +358.7% | +333.0% |
| 10Y | +1,070.0% | +98.9% | +971.2% | +741.2% |
| All | +1,583.6% | +4,516.7% | -2,933.1% | +405.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling