+1,168.3%
SPXL vs PTC
+200.2%
+968.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.7% |
| 7D | -6.0% | -14.2% | +8.2% | +7.8% |
| 30D | -5.8% | -14.4% | +8.7% | +7.7% |
| 3M | +10.9% | -4.7% | +15.6% | +9.6% |
| 6M | +31.9% | -19.3% | +51.2% | +51.1% |
| YTD | +25.8% | -26.1% | +51.9% | +55.5% |
| 1Y | +39.8% | -37.1% | +76.8% | +102.4% |
| 3Y | +219.9% | -10.4% | +230.2% | +218.8% |
| 5Y | +141.1% | +2.5% | +138.6% | +118.9% |
| All | +1,168.3% | +200.2% | +968.1% | +382.9% |
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 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