-80.4%
SPXU vs PTC
-8.0%
-72.4%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.5% | +7.2% | -1.9% |
| 7D | -1.5% | -12.8% | +11.3% | -9.7% |
| 30D | +3.7% | -9.8% | +13.5% | -2.5% |
| 3M | -9.6% | -2.1% | -7.5% | -11.3% |
| 6M | -32.4% | -18.1% | -14.3% | -43.2% |
| YTD | -28.7% | -23.5% | -5.2% | -43.6% |
| 1Y | -38.2% | -37.4% | -0.9% | -59.5% |
| 3Y | -80.4% | -7.2% | -73.2% | -72.8% |
| All | -80.4% | -8.0% | -72.4% | -72.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling