+207.9%
PDD vs SPXL
+512.5%
-304.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +1.1% |
| 7D | -4.1% | +0.1% | -4.1% | -4.1% |
| 30D | -9.6% | -0.9% | -8.7% | -9.5% |
| 3M | -4.3% | +2.0% | -6.3% | -5.8% |
| 6M | -18.8% | +33.5% | -52.3% | -27.5% |
| YTD | -27.5% | +32.2% | -59.6% | -35.1% |
| 1Y | -33.6% | +48.9% | -82.5% | -43.1% |
| 3Y | -20.4% | +222.9% | -243.3% | -51.4% |
| 5Y | -19.6% | +140.7% | -160.3% | -48.2% |
| All | +207.9% | +512.5% | -304.6% | +71.9% |
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