+134.1%
PSX vs CCJ
+174.2%
-40.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.4% | +1.5% |
| 7D | +2.8% | +5.9% | -3.1% | +2.4% |
| 30D | +27.8% | +4.7% | +23.1% | +27.2% |
| 3M | +42.0% | -3.3% | +45.3% | +42.2% |
| 6M | +58.1% | -7.0% | +65.1% | +57.8% |
| YTD | +105.0% | +11.5% | +93.6% | +98.9% |
| 1Y | +104.9% | +32.3% | +72.6% | +91.7% |
| 3Y | +134.1% | +176.8% | -42.8% | +78.0% |
| All | +134.1% | +174.2% | -40.2% | +78.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling