+333.0%
CCJ vs PSKY
-42.2%
+375.2%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.6% |
| 7D | +0.7% | -0.2% | +0.9% | +0.8% |
| 30D | +6.9% | +24.0% | -17.1% | +0.6% |
| 3M | -11.6% | +2.2% | -13.8% | -12.5% |
| 6M | -16.2% | -9.0% | -7.2% | -15.0% |
| YTD | +10.1% | -18.1% | +28.3% | +13.7% |
| 1Y | +32.3% | -25.1% | +57.4% | +37.6% |
| 3Y | +171.3% | -16.3% | +187.6% | +145.2% |
| 5Y | +372.4% | -70.4% | +442.8% | +459.9% |
| 10Y | +1,070.0% | -74.2% | +1,144.2% | +1,117.5% |
| All | +333.0% | -42.2% | +375.2% | +143.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling