+1,065.3%
CCJ vs PSKY
-75.1%
+1,140.4%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.6% | -4.5% | -3.2% |
| 7D | -3.2% | -6.0% | +2.8% | -2.2% |
| 30D | -1.3% | +10.7% | -12.0% | -3.0% |
| 3M | +2.5% | +1.2% | +1.4% | +2.1% |
| 6M | -18.9% | +1.5% | -20.4% | -19.4% |
| YTD | +6.5% | -21.8% | +28.2% | +9.4% |
| 1Y | +22.8% | -30.2% | +53.0% | +27.5% |
| 3Y | +164.5% | -20.1% | +184.6% | +153.2% |
| 5Y | +303.7% | -70.5% | +374.2% | +356.7% |
| All | +1,065.3% | -75.1% | +1,140.4% | +1,172.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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