+184.8%
SOXL vs PTC
-0.9%
+185.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.3% | +5.4% | +6.5% |
| 7D | +18.4% | -13.6% | +31.9% | +41.0% |
| 30D | -3.2% | -14.7% | +11.5% | +15.6% |
| 3M | -37.6% | -5.9% | -31.7% | -45.7% |
| 6M | +136.1% | -21.1% | +157.2% | +160.5% |
| YTD | +199.5% | -26.0% | +225.5% | +253.3% |
| 1Y | +363.2% | -36.8% | +400.1% | +659.2% |
| 3Y | +496.5% | -10.3% | +506.7% | +372.9% |
| 5Y | +184.8% | +1.2% | +183.6% | +110.5% |
| All | +184.8% | -0.9% | +185.8% | +110.5% |
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