-43.2%
PCG vs SPXL
+7,736.1%
-7,779.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.2% | +3.6% | +2.7% |
| 7D | -13.9% | +0.1% | -13.9% | -13.9% |
| 30D | -16.9% | -0.9% | -16.0% | -16.7% |
| 3M | -14.7% | +2.0% | -16.8% | -15.7% |
| 6M | -23.8% | +33.5% | -57.3% | -29.5% |
| YTD | -10.5% | +32.2% | -42.7% | -17.2% |
| 1Y | -5.1% | +48.9% | -54.0% | -15.0% |
| 3Y | -11.6% | +222.9% | -234.5% | -36.9% |
| 5Y | +59.0% | +140.7% | -81.7% | +14.5% |
| 10Y | -75.7% | +1,192.7% | -1,268.4% | -88.8% |
| All | -43.2% | +7,736.1% | -7,779.3% | -83.0% |
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