-22.3%
CCJ vs PTC
+10.3%
-32.6%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.1% | -3.5% | -3.4% |
| 7D | +5.0% | +0.8% | +4.2% | +5.1% |
| 30D | -16.7% | +1.2% | -17.9% | -16.6% |
| 3M | -27.5% | +32.6% | -60.1% | -26.5% |
| 6M | -38.6% | +36.1% | -74.7% | -36.7% |
| YTD | -21.5% | +12.7% | -34.2% | -16.8% |
| 1Y | -22.3% | +10.2% | -32.5% | -16.2% |
| All | -22.3% | +10.3% | -32.6% | -16.2% |
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