+662.0%
PBR vs SPXL
+1,271.9%
-609.8%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.4% | -3.3% | -1.7% |
| 7D | +5.4% | -2.5% | +7.9% | +6.3% |
| 30D | +22.9% | -4.2% | +27.1% | +24.6% |
| 3M | +19.6% | +8.1% | +11.5% | +14.9% |
| 6M | +16.5% | +35.6% | -19.1% | +0.9% |
| YTD | +86.7% | +28.8% | +57.9% | +64.0% |
| 1Y | +74.7% | +39.8% | +34.9% | +47.4% |
| 3Y | +102.6% | +221.4% | -118.8% | +11.0% |
| 5Y | +566.6% | +146.9% | +419.7% | +252.2% |
| All | +662.0% | +1,271.9% | -609.8% | +16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXL.
Daily Out/Under-Performance
Portfolio return minus SPXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXL 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 SPXL 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