+62.7%
CCJ vs PTC
+29.1%
+33.6%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -13.3% |
| 3M | -27.6% | +27.4% | -55.0% | -30.0% |
| 6M | -38.7% | +39.2% | -77.9% | -41.4% |
| YTD | -22.7% | +12.5% | -35.2% | -21.7% |
| 1Y | -17.6% | +12.3% | -29.9% | -16.4% |
| 3Y | +62.7% | +28.8% | +33.9% | +48.4% |
| All | +62.7% | +29.1% | +33.6% | +48.4% |
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