+230.5%
SPXL vs PTC
-8.0%
+238.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.5% | +3.8% | +1.9% |
| 7D | +1.5% | -12.8% | +14.2% | +10.6% |
| 30D | -3.7% | -9.8% | +6.1% | +2.4% |
| 3M | +8.1% | -2.1% | +10.2% | +6.5% |
| 6M | +39.0% | -18.1% | +57.1% | +58.6% |
| YTD | +29.9% | -23.5% | +53.5% | +57.0% |
| 1Y | +46.6% | -37.4% | +84.0% | +114.9% |
| 3Y | +230.5% | -7.2% | +237.7% | +172.2% |
| All | +230.5% | -8.0% | +238.5% | +172.2% |
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