+32.5%
PFE vs SPXL
+1,239.4%
-1,206.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.4% | -0.1% |
| 7D | -4.0% | -6.0% | +2.0% | -2.9% |
| 30D | +3.9% | -5.8% | +9.6% | +5.0% |
| 3M | +9.9% | +10.9% | -1.0% | +7.4% |
| 6M | +5.3% | +31.9% | -26.6% | -1.0% |
| YTD | +16.8% | +25.8% | -9.0% | +10.6% |
| 1Y | +20.4% | +39.8% | -19.3% | +11.4% |
| 3Y | -2.1% | +219.9% | -221.9% | -26.4% |
| 5Y | -21.0% | +141.1% | -162.1% | -41.1% |
| All | +32.5% | +1,239.4% | -1,206.9% | -47.4% |
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