-4.8%
SOXL vs PTC
+60.7%
-65.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | -0.1% | -10.9% | -10.9% |
| 7D | +26.9% | +0.5% | +26.4% | +26.3% |
| 30D | -47.2% | +1.2% | -48.5% | -47.8% |
| 3M | -59.9% | +27.4% | -87.2% | -74.0% |
| 6M | -68.3% | +39.2% | -107.5% | -85.2% |
| YTD | +38.8% | +12.5% | +26.3% | -13.7% |
| 1Y | +48.8% | +12.3% | +36.5% | -7.5% |
| 3Y | +196.5% | +28.8% | +167.7% | +34.5% |
| All | -4.8% | +60.7% | -65.5% | -63.8% |
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