-100.0%
SPXS vs PTC
+1,677.6%
-1,777.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +1.0% | +1.1% |
| 7D | -9.5% | +0.8% | -10.3% | -8.7% |
| 30D | +7.4% | +1.2% | +6.2% | +8.7% |
| 3M | +6.1% | +32.6% | -26.5% | +40.2% |
| 6M | -7.3% | +36.1% | -43.4% | +24.4% |
| YTD | -26.7% | +12.7% | -39.4% | -18.2% |
| 1Y | -26.2% | +10.2% | -36.3% | -19.1% |
| 3Y | -80.3% | +29.4% | -109.8% | -69.8% |
| 5Y | -83.4% | +61.1% | -144.5% | -58.2% |
| 10Y | -99.5% | +317.1% | -416.6% | -93.5% |
| All | -100.0% | +1,677.6% | -1,777.6% | -99.1% |
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