+8,110.7%
SPXL vs PTC
+1,439.2%
+6,671.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.1% |
| 7D | +9.6% | +0.8% | +8.7% | +8.7% |
| 30D | -9.8% | +1.2% | -10.9% | -10.7% |
| 3M | -9.1% | +32.6% | -41.7% | -38.1% |
| 6M | +1.1% | +36.1% | -35.0% | -36.5% |
| YTD | +22.3% | +12.7% | +9.7% | -9.0% |
| 1Y | +20.3% | +10.2% | +10.1% | -8.5% |
| 3Y | +229.0% | +29.4% | +199.5% | +107.7% |
| 5Y | +103.6% | +61.1% | +42.5% | +7.6% |
| 10Y | +1,127.6% | +317.1% | +810.5% | +122.0% |
| All | +8,110.7% | +1,439.2% | +6,671.5% | +147.4% |
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 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