-47.6%
PCG vs SPXL
+7,034.2%
-7,081.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +7.0% | -5.7% | -0.3% |
| 7D | -1.1% | -0.9% | -0.2% | -1.1% |
| 30D | +0.1% | -11.4% | +11.5% | +2.5% |
| 3M | -24.4% | -10.8% | -13.6% | -22.8% |
| 6M | -17.7% | -0.3% | -17.4% | -18.6% |
| YTD | -17.4% | +20.3% | -37.7% | -22.3% |
| 1Y | -19.4% | +24.7% | -44.1% | -25.0% |
| 3Y | -18.6% | +238.6% | -257.1% | -42.7% |
| 5Y | +10.2% | +100.0% | -89.7% | -17.4% |
| 10Y | -76.7% | +1,108.4% | -1,185.1% | -89.0% |
| All | -47.6% | +7,034.2% | -7,081.8% | -84.1% |
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