+201.5%
PDD vs SPXL
+457.6%
-256.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +7.0% | -10.0% | -5.4% |
| 7D | -1.4% | -0.9% | -0.6% | -1.9% |
| 30D | -1.0% | -11.4% | +10.4% | +2.2% |
| 3M | -12.3% | -10.8% | -1.5% | -9.9% |
| 6M | -18.5% | -0.3% | -18.2% | -20.1% |
| YTD | -29.0% | +20.3% | -49.3% | -35.1% |
| 1Y | -40.7% | +24.7% | -65.4% | -46.5% |
| 3Y | -25.7% | +238.6% | -264.2% | -55.8% |
| 5Y | -3.3% | +100.0% | -103.2% | -34.7% |
| All | +201.5% | +457.6% | -256.1% | +72.0% |
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 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