+20,415.5%
SOXL vs PTC
+652.0%
+19,763.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -5.5% | +10.6% | +12.9% |
| 7D | +16.4% | -12.8% | +29.2% | +38.1% |
| 30D | -12.1% | -9.8% | -2.3% | -2.5% |
| 3M | -41.7% | -2.1% | -39.6% | -52.2% |
| 6M | +157.4% | -18.1% | +175.5% | +158.9% |
| YTD | +193.3% | -23.5% | +216.8% | +213.9% |
| 1Y | +355.3% | -37.4% | +392.7% | +572.8% |
| 3Y | +484.2% | -7.2% | +491.4% | +426.2% |
| 5Y | +182.7% | +2.7% | +180.0% | +188.2% |
| 10Y | +4,692.2% | +203.4% | +4,488.8% | +1,342.6% |
| All | +20,415.5% | +652.0% | +19,763.4% | +1,600.9% |
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