+4,921.3%
SOXL vs PTC
+205.0%
+4,716.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.6% | +3.6% | +2.9% |
| 7D | +3.9% | -7.3% | +11.1% | +14.6% |
| 30D | -14.3% | -11.6% | -2.7% | -1.5% |
| 3M | -45.6% | +10.5% | -56.1% | -61.2% |
| 6M | +117.2% | -17.8% | +135.0% | +117.6% |
| YTD | +189.8% | -24.9% | +214.8% | +221.2% |
| 1Y | +317.7% | -36.8% | +354.6% | +529.1% |
| 3Y | +478.6% | -8.7% | +487.4% | +412.8% |
| 5Y | +169.5% | +4.1% | +165.4% | +154.5% |
| All | +4,921.3% | +205.0% | +4,716.3% | +1,553.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling