-99.5%
SPXU vs PTC
+312.5%
-412.0%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.1% |
| 7D | -7.6% | +0.5% | -8.0% | -7.2% |
| 30D | +5.3% | +1.2% | +4.1% | +6.5% |
| 3M | +9.6% | +27.4% | -17.7% | +35.8% |
| 6M | -4.5% | +39.2% | -43.7% | +27.3% |
| YTD | -25.9% | +12.5% | -38.4% | -19.2% |
| 1Y | -28.9% | +12.3% | -41.1% | -22.4% |
| 3Y | -80.5% | +28.8% | -109.3% | -70.8% |
| 5Y | -83.4% | +60.9% | -144.3% | -59.4% |
| All | -99.5% | +312.5% | -412.0% | -95.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling