+104.3%
PBR vs SPXL
+214.3%
-110.0%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.8% | +4.0% | +2.4% |
| 7D | +4.2% | -6.0% | +10.2% | +5.2% |
| 30D | +22.7% | -5.8% | +28.5% | +23.7% |
| 3M | +21.5% | +10.9% | +10.7% | +19.0% |
| 6M | +24.0% | +31.9% | -7.9% | +17.0% |
| YTD | +88.2% | +25.8% | +62.5% | +78.9% |
| 1Y | +74.8% | +39.8% | +35.1% | +61.8% |
| All | +104.3% | +214.3% | -110.0% | +55.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling