+331.7%
PEP vs SPXL
+7,152.3%
-6,820.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.1% | -1.0% |
| 7D | -0.3% | +9.6% | -9.9% | -2.0% |
| 30D | +11.8% | -9.8% | +21.5% | +13.3% |
| 3M | +3.7% | -9.1% | +12.7% | +4.8% |
| 6M | -4.3% | +1.1% | -5.4% | -5.6% |
| YTD | +2.1% | +22.3% | -20.2% | -3.3% |
| 1Y | +2.5% | +20.3% | -17.8% | -2.8% |
| 3Y | -5.0% | +229.0% | -234.0% | -29.2% |
| 5Y | +2.9% | +103.6% | -100.7% | -20.5% |
| 10Y | +87.9% | +1,127.6% | -1,039.6% | -9.2% |
| All | +331.7% | +7,152.3% | -6,820.6% | +29.0% |
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 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