+140.1%
SPXL vs PTC
-0.9%
+141.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.3% | +1.9% | +1.5% |
| 7D | -1.3% | -13.6% | +12.3% | +11.9% |
| 30D | -5.0% | -14.7% | +9.7% | +8.4% |
| 3M | +7.6% | -5.9% | +13.5% | +8.0% |
| 6M | +33.6% | -21.1% | +54.7% | +58.5% |
| YTD | +28.1% | -26.0% | +54.1% | +61.0% |
| 1Y | +43.6% | -36.8% | +80.5% | +114.1% |
| 3Y | +225.8% | -10.3% | +236.1% | +205.2% |
| 5Y | +140.1% | +1.2% | +138.9% | +95.4% |
| All | +140.1% | -0.9% | +141.0% | +95.4% |
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