-28.9%
SPXU vs PTC
+10.7%
-39.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | -7.6% | +0.5% | -8.0% | -7.5% |
| 30D | +5.3% | +1.2% | +4.1% | +5.5% |
| 3M | +9.6% | +27.4% | -17.7% | +12.7% |
| 6M | -4.5% | +39.2% | -43.7% | -2.4% |
| YTD | -25.9% | +12.5% | -38.4% | -31.8% |
| 1Y | -28.9% | +12.3% | -41.1% | -34.4% |
| All | -28.9% | +10.7% | -39.6% | -34.4% |
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 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