-25.9%
CCJ vs PTC
+0.1%
-26.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.2% |
| 7D | -14.5% | +0.1% | -14.6% | -14.5% |
| 30D | -18.1% | +1.5% | -19.6% | -18.0% |
| 3M | -23.0% | +37.8% | -60.8% | -22.0% |
| 6M | -39.4% | +41.2% | -80.6% | -37.6% |
| YTD | -21.7% | +12.0% | -33.7% | -14.9% |
| 1Y | -25.9% | +1.6% | -27.6% | -14.2% |
| All | -25.9% | +0.1% | -26.0% | -14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 1y: compounded portfolio wealth divided by compounded PTC 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…
1y analysis · Full analysis span regression · 6 months rolling