+497.9%
SOXL vs PTC
-10.6%
+508.4%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.3% | +5.4% | +4.6% |
| 7D | +18.4% | -13.6% | +31.9% | +30.7% |
| 30D | -3.2% | -14.7% | +11.5% | +7.3% |
| 3M | -37.6% | -5.9% | -31.7% | -40.9% |
| 6M | +136.1% | -21.1% | +157.2% | +175.8% |
| YTD | +199.5% | -26.0% | +225.5% | +274.7% |
| 1Y | +363.2% | -36.8% | +400.1% | +685.9% |
| All | +497.9% | -10.6% | +508.4% | +373.2% |
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