-13.8%
PCG vs SPXL
+241.4%
-255.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.2% | +3.6% | +2.6% |
| 7D | -13.9% | +0.1% | -13.9% | -13.9% |
| 30D | -16.9% | -0.9% | -16.0% | -16.8% |
| 3M | -14.7% | +2.0% | -16.8% | -15.3% |
| 6M | -23.8% | +33.5% | -57.3% | -28.0% |
| YTD | -10.5% | +32.2% | -42.7% | -15.4% |
| 1Y | -5.1% | +48.9% | -54.0% | -12.6% |
| All | -13.8% | +241.4% | -255.2% | -38.4% |
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 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