+190.4%
PDD vs SPXL
+466.9%
-276.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.8% | -1.5% |
| 7D | -7.6% | +9.6% | -17.2% | -10.6% |
| 30D | -5.4% | -9.8% | +4.4% | -3.0% |
| 3M | -12.9% | -9.1% | -3.9% | -11.2% |
| 6M | -19.0% | +1.1% | -20.1% | -21.0% |
| YTD | -31.6% | +22.3% | -53.9% | -37.8% |
| 1Y | -43.0% | +20.3% | -63.3% | -48.0% |
| 3Y | -28.9% | +229.0% | -257.9% | -57.3% |
| 5Y | -18.4% | +103.6% | -122.0% | -45.2% |
| All | +190.4% | +466.9% | -276.5% | +64.7% |
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