-39.1%
SPXU vs PTC
-33.3%
-5.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.0% | +7.3% | +0.1% |
| 7D | -0.1% | -10.3% | +10.1% | -2.1% |
| 30D | +0.8% | +1.1% | -0.3% | +1.2% |
| 3M | -4.7% | +1.6% | -6.3% | -5.8% |
| 6M | -29.6% | -13.5% | -16.1% | -35.8% |
| YTD | -29.9% | -19.1% | -10.8% | -39.0% |
| 1Y | -39.1% | -33.9% | -5.2% | -53.0% |
| All | -39.1% | -33.3% | -5.8% | -53.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling