+278.7%
CCJ vs PSLV
+108.9%
+169.8%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -5.3% | +2.3% | -1.1% |
| 7D | -3.2% | -4.9% | +1.7% | -1.5% |
| 30D | -1.3% | -1.9% | +0.6% | -0.7% |
| 3M | +2.5% | +4.2% | -1.7% | +0.9% |
| 6M | -18.9% | -27.6% | +8.7% | -10.0% |
| YTD | +6.5% | -11.7% | +18.2% | +7.4% |
| 1Y | +22.8% | +49.3% | -26.5% | +3.0% |
| 3Y | +164.5% | +167.1% | -2.7% | +82.8% |
| 5Y | +303.7% | +151.7% | +152.0% | +182.5% |
| 10Y | +1,064.0% | +187.0% | +877.1% | +672.8% |
| All | +278.7% | +108.9% | +169.8% | +99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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