+1,112.1%
PSX vs CCJ
+497.3%
+614.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | 0.0% | +0.1% |
| 7D | +4.5% | +0.7% | +3.8% | +4.3% |
| 30D | +26.6% | +6.9% | +19.7% | +24.4% |
| 3M | +39.3% | -11.6% | +50.9% | +41.8% |
| 6M | +56.8% | -16.2% | +73.0% | +59.6% |
| YTD | +101.8% | +10.1% | +91.7% | +90.7% |
| 1Y | +99.6% | +32.3% | +67.3% | +76.7% |
| 3Y | +140.3% | +171.3% | -31.0% | +66.7% |
| 5Y | +339.3% | +372.4% | -33.1% | +147.0% |
| 10Y | +369.9% | +1,070.0% | -700.2% | +79.7% |
| All | +1,112.1% | +497.3% | +614.8% | +429.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling