+157.0%
CCJ vs PTC
+55.9%
+101.0%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.2% | +4.1% | +4.3% |
| 7D | -7.3% | -0.2% | -7.1% | -7.2% |
| 30D | -20.0% | +0.8% | -20.7% | -20.1% |
| 3M | -23.8% | +32.1% | -55.9% | -31.1% |
| 6M | -42.4% | +42.6% | -85.0% | -50.1% |
| YTD | -22.1% | +12.0% | -34.0% | -25.5% |
| 1Y | -20.8% | +12.2% | -33.0% | -24.3% |
| 3Y | +75.7% | +31.2% | +44.5% | +45.3% |
| All | +157.0% | +55.9% | +101.0% | +88.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling