+168.2%
PCAR vs SPXL
+140.3%
+27.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -1.3% |
| 7D | 0.0% | +1.5% | -1.4% | -0.4% |
| 30D | -7.7% | -3.7% | -4.1% | -6.8% |
| 3M | +3.7% | +8.1% | -4.4% | +1.2% |
| 6M | +2.3% | +39.0% | -36.7% | -7.4% |
| YTD | +12.8% | +29.9% | -17.1% | +3.9% |
| 1Y | +27.8% | +46.6% | -18.8% | +13.4% |
| 3Y | +61.8% | +230.5% | -168.7% | +10.9% |
| 5Y | +168.2% | +140.2% | +28.0% | +81.9% |
| All | +168.2% | +140.3% | +27.9% | +81.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling