-100.0%
SPXU vs PTC
+1,089.0%
-1,189.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.0% | +7.3% | -4.4% |
| 7D | -0.1% | -10.3% | +10.1% | -9.7% |
| 30D | +0.8% | +1.1% | -0.3% | +2.3% |
| 3M | -4.7% | +1.6% | -6.3% | -3.6% |
| 6M | -29.6% | -13.5% | -16.1% | -38.9% |
| YTD | -29.9% | -19.1% | -10.8% | -42.6% |
| 1Y | -39.1% | -33.9% | -5.2% | -58.7% |
| 3Y | -80.0% | -3.9% | -76.1% | -76.7% |
| 5Y | -86.0% | +6.0% | -92.1% | -76.7% |
| 10Y | -99.5% | +223.7% | -323.3% | -95.6% |
| All | -100.0% | +1,089.0% | -1,189.0% | -99.3% |
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