+1,099.7%
CCJ vs PTC
+196.2%
+903.6%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.3% | +1.7% | -0.4% |
| 7D | +4.2% | -13.6% | +17.8% | +9.2% |
| 30D | +3.2% | -14.7% | +17.8% | +8.4% |
| 3M | -1.8% | -5.9% | +4.1% | -1.4% |
| 6M | -13.5% | -21.1% | +7.6% | -8.0% |
| YTD | +9.7% | -26.0% | +35.8% | +18.8% |
| 1Y | +30.0% | -36.8% | +66.8% | +49.7% |
| 3Y | +172.6% | -10.3% | +182.9% | +166.3% |
| 5Y | +342.9% | +1.2% | +341.8% | +307.8% |
| 10Y | +1,099.7% | +198.3% | +901.5% | +695.6% |
| All | +1,099.7% | +196.2% | +903.6% | +695.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling