+75.7%
CCJ vs PTC
+32.2%
+43.6%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.2% | +4.1% | +4.3% |
| 7D | -7.3% | -0.2% | -7.1% | -7.3% |
| 30D | -20.0% | +0.8% | -20.7% | -20.0% |
| 3M | -23.8% | +32.1% | -55.9% | -26.7% |
| 6M | -42.4% | +42.6% | -85.0% | -45.4% |
| YTD | -22.1% | +12.0% | -34.0% | -21.0% |
| 1Y | -20.8% | +12.2% | -33.0% | -19.7% |
| 3Y | +75.7% | +31.2% | +44.5% | +68.2% |
| All | +75.7% | +32.2% | +43.6% | +68.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling