+342.9%
CCJ vs PSKY
-71.8%
+414.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.4% | +3.8% | -0.8% |
| 7D | +4.2% | -6.8% | +11.0% | +5.2% |
| 30D | +3.2% | +10.2% | -7.1% | +1.8% |
| 3M | -1.8% | +0.3% | -2.1% | -2.0% |
| 6M | -13.5% | -7.8% | -5.8% | -12.9% |
| YTD | +9.7% | -23.0% | +32.7% | +12.7% |
| 1Y | +30.0% | -31.6% | +61.6% | +34.8% |
| 3Y | +172.6% | -21.3% | +193.9% | +162.2% |
| 5Y | +342.9% | -71.5% | +414.4% | +461.9% |
| All | +342.9% | -71.8% | +414.8% | +461.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling