+194.4%
PDD vs SPXL
+493.7%
-299.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -0.9% |
| 7D | -4.4% | -1.3% | -3.1% | -4.0% |
| 30D | -15.5% | -5.0% | -10.5% | -14.1% |
| 3M | -4.1% | +7.6% | -11.6% | -7.1% |
| 6M | -23.4% | +33.6% | -57.0% | -31.6% |
| YTD | -30.7% | +28.1% | -58.8% | -37.3% |
| 1Y | -37.6% | +43.6% | -81.3% | -45.9% |
| 3Y | -17.5% | +225.8% | -243.4% | -49.9% |
| 5Y | -24.6% | +140.1% | -164.7% | -51.3% |
| All | +194.4% | +493.7% | -299.3% | +66.2% |
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