+1,159.6%
CCJ vs PTC
+344.5%
+815.1%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.4% | +5.3% | +5.6% |
| 7D | +2.7% | +0.8% | +1.9% | +2.6% |
| 30D | -14.4% | +0.7% | -15.1% | -14.5% |
| 3M | -22.6% | +32.6% | -55.2% | -26.9% |
| 6M | -35.4% | +33.6% | -69.0% | -39.5% |
| YTD | -17.6% | +12.4% | -30.1% | -20.9% |
| 1Y | -18.1% | +11.2% | -29.4% | -21.3% |
| 3Y | +79.6% | +31.7% | +47.9% | +66.9% |
| 5Y | +175.3% | +60.1% | +115.2% | +147.7% |
| 10Y | +844.8% | +317.2% | +527.6% | +624.5% |
| All | +1,159.6% | +344.5% | +815.1% | +666.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling