+346.1%
CCJ vs PTC
+6.0%
+340.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.0% | +6.2% | +2.2% |
| 7D | +0.7% | -10.3% | +11.0% | +4.6% |
| 30D | +6.9% | +1.1% | +5.7% | +5.9% |
| 3M | -11.6% | +1.6% | -13.3% | -13.3% |
| 6M | -16.2% | -13.5% | -2.7% | -12.4% |
| YTD | +10.1% | -19.1% | +29.2% | +17.8% |
| 1Y | +32.3% | -33.9% | +66.1% | +56.2% |
| 3Y | +171.3% | -3.9% | +175.2% | +149.1% |
| All | +346.1% | +6.0% | +340.1% | +273.7% |
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