+753.7%
CCJ vs PTC
+312.5%
+441.2%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.3% | -1.4% |
| 7D | -0.8% | +0.5% | -1.3% | -0.9% |
| 30D | -13.2% | +1.2% | -14.4% | -13.5% |
| 3M | -27.6% | +27.4% | -55.0% | -34.3% |
| 6M | -38.7% | +39.2% | -77.9% | -46.8% |
| YTD | -22.7% | +12.5% | -35.2% | -28.2% |
| 1Y | -17.6% | +12.3% | -29.9% | -23.4% |
| 3Y | +62.7% | +28.8% | +33.9% | +39.4% |
| 5Y | +159.7% | +60.9% | +98.8% | +101.5% |
| All | +753.7% | +312.5% | +441.2% | +356.7% |
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