+897.7%
PCAR vs SPXL
+7,227.9%
-6,330.3%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.9% | -1.5% | +0.9% |
| 7D | +2.2% | -3.8% | +6.0% | +3.2% |
| 30D | +0.3% | -8.8% | +9.1% | +3.2% |
| 3M | -17.9% | -7.4% | -10.5% | -16.3% |
| 6M | -3.4% | +1.8% | -5.2% | -5.5% |
| YTD | -0.1% | +23.6% | -23.7% | -10.1% |
| 1Y | +13.4% | +21.7% | -8.3% | +2.5% |
| 3Y | +37.2% | +232.4% | -195.2% | -21.6% |
| 5Y | +117.3% | +110.4% | +6.9% | +32.6% |
| 10Y | +295.0% | +1,140.4% | -845.4% | -17.4% |
| All | +897.7% | +7,227.9% | -6,330.3% | -43.2% |
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