+230.6%
PBR vs SPXL
+7,605.2%
-7,374.5%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.7% | +5.2% | +4.3% |
| 7D | +2.5% | +1.5% | +1.0% | +1.7% |
| 30D | +19.4% | -3.7% | +23.1% | +21.1% |
| 3M | +20.8% | +8.1% | +12.7% | +14.8% |
| 6M | +23.5% | +39.0% | -15.6% | +2.5% |
| YTD | +83.4% | +29.9% | +53.5% | +56.0% |
| 1Y | +77.6% | +46.6% | +31.0% | +41.3% |
| 3Y | +99.9% | +230.5% | -130.7% | -3.5% |
| 5Y | +567.7% | +140.2% | +427.6% | +212.6% |
| 10Y | +621.5% | +1,168.8% | -547.2% | +12.3% |
| All | +230.6% | +7,605.2% | -7,374.5% | -85.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling