-76.5%
PCG vs SPXL
+1,117.7%
-1,194.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.7% |
| 7D | -2.0% | +9.6% | -11.5% | -4.6% |
| 30D | -2.7% | -9.8% | +7.1% | -0.4% |
| 3M | -25.1% | -9.1% | -16.0% | -23.5% |
| 6M | -22.3% | +1.1% | -23.4% | -23.8% |
| YTD | -18.5% | +22.3% | -40.8% | -25.1% |
| 1Y | -21.8% | +20.3% | -42.1% | -28.0% |
| 3Y | -21.0% | +229.0% | -250.0% | -49.9% |
| 5Y | +8.1% | +103.6% | -95.5% | -26.4% |
| All | -76.5% | +1,117.7% | -1,194.2% | -91.6% |
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