+32.3%
CCJ vs PTC
-38.1%
+70.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.5% | +6.7% | +0.6% |
| 7D | +5.9% | -12.8% | +18.7% | +4.5% |
| 30D | +4.7% | -9.8% | +14.5% | +3.7% |
| 3M | -3.3% | -2.1% | -1.2% | -2.1% |
| 6M | -7.0% | -18.1% | +11.1% | -5.0% |
| YTD | +11.5% | -23.5% | +35.0% | +19.1% |
| 1Y | +32.3% | -37.4% | +69.6% | +49.2% |
| All | +32.3% | -38.1% | +70.4% | +49.2% |
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