+317.6%
PEP vs SPXL
+7,736.1%
-7,418.4%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.6% | -0.4% |
| 7D | -1.4% | +0.1% | -1.4% | -1.4% |
| 30D | +0.2% | -0.9% | +1.1% | +0.3% |
| 3M | -1.1% | +2.0% | -3.1% | -2.0% |
| 6M | -13.5% | +33.5% | -47.0% | -18.7% |
| YTD | -1.2% | +32.2% | -33.3% | -7.2% |
| 1Y | -1.6% | +48.9% | -50.4% | -10.1% |
| 3Y | -12.5% | +222.9% | -235.4% | -34.2% |
| 5Y | +3.0% | +140.7% | -137.7% | -22.6% |
| 10Y | +73.9% | +1,192.7% | -1,118.7% | -16.4% |
| All | +317.6% | +7,736.1% | -7,418.4% | +23.7% |
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 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