+79.1%
PEP vs SPXL
+1,177.5%
-1,098.4%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -1.0% |
| 7D | -1.7% | -1.3% | -0.4% | -1.5% |
| 30D | +0.3% | -5.0% | +5.3% | +1.2% |
| 3M | -3.2% | +7.6% | -10.8% | -5.0% |
| 6M | -13.6% | +33.6% | -47.2% | -18.9% |
| YTD | -1.9% | +28.1% | -30.0% | -7.5% |
| 1Y | -0.6% | +43.6% | -44.2% | -8.9% |
| 3Y | -13.6% | +225.8% | -239.4% | -36.6% |
| 5Y | +3.2% | +140.1% | -136.8% | -24.1% |
| 10Y | +79.1% | +1,248.4% | -1,169.3% | -23.0% |
| All | +79.1% | +1,177.5% | -1,098.4% | -23.0% |
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