-100.0%
SPXS vs PTC
+1,676.6%
-1,776.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.2% | -3.7% | -4.1% |
| 7D | +1.5% | +0.5% | +1.0% | +2.0% |
| 30D | +6.3% | +0.9% | +5.4% | +7.3% |
| 3M | +4.2% | +30.4% | -26.1% | +35.4% |
| 6M | -7.9% | +34.4% | -42.3% | +22.0% |
| YTD | -27.5% | +12.6% | -40.1% | -19.1% |
| 1Y | -27.0% | +10.2% | -37.2% | -20.0% |
| 3Y | -80.5% | +29.4% | -109.9% | -70.2% |
| 5Y | -84.0% | +63.7% | -147.7% | -58.9% |
| 10Y | -99.5% | +316.9% | -416.4% | -93.6% |
| All | -100.0% | +1,676.6% | -1,776.6% | -99.2% |
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 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