+380.5%
PSX vs CCJ
+1,110.5%
-729.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.2% | +0.9% |
| 7D | +1.8% | +4.2% | -2.3% | +1.0% |
| 30D | +21.6% | +3.2% | +18.5% | +20.6% |
| 3M | +46.5% | -1.8% | +48.3% | +45.9% |
| 6M | +62.0% | -13.5% | +75.5% | +63.8% |
| YTD | +106.3% | +9.7% | +96.6% | +96.1% |
| 1Y | +103.0% | +30.0% | +73.0% | +82.2% |
| 3Y | +135.5% | +172.6% | -37.1% | +67.3% |
| 5Y | +368.5% | +342.9% | +25.6% | +179.1% |
| All | +380.5% | +1,110.5% | -729.9% | +119.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 CCJ 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