+110.4%
SPXL vs PTC
+62.1%
+48.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.2% | +4.1% | +4.0% |
| 7D | -3.8% | +0.5% | -4.3% | -4.1% |
| 30D | -8.8% | +0.9% | -9.7% | -9.3% |
| 3M | -7.4% | +30.4% | -37.8% | -29.0% |
| 6M | +1.8% | +34.4% | -32.6% | -27.0% |
| YTD | +23.6% | +12.6% | +11.0% | +5.1% |
| 1Y | +21.7% | +10.2% | +11.5% | +5.8% |
| 3Y | +232.4% | +29.4% | +203.0% | +121.5% |
| 5Y | +110.4% | +63.7% | +46.7% | +10.0% |
| All | +110.4% | +62.1% | +48.3% | +10.0% |
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