+883.9%
CCJ vs PSKY
-85.2%
+969.0%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.8% | +2.8% | -1.2% |
| 7D | -7.4% | -24.6% | +17.1% | -3.0% |
| 30D | -12.6% | -36.1% | +23.5% | -5.6% |
| 3M | -30.3% | -34.7% | +4.5% | -24.6% |
| 6M | -32.2% | -40.5% | +8.3% | -25.7% |
| YTD | -10.9% | -47.7% | +36.8% | -1.2% |
| 1Y | -10.4% | -58.4% | +48.0% | +2.7% |
| 3Y | +126.6% | -40.7% | +167.3% | +129.2% |
| 5Y | +230.3% | -80.0% | +310.3% | +302.2% |
| All | +883.9% | -85.2% | +969.0% | +1,092.1% |
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