-0.9%
PFE vs SPXL
+221.9%
-222.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.2% | -0.1% |
| 7D | -2.6% | -2.5% | 0.0% | -2.3% |
| 30D | +5.4% | -4.2% | +9.6% | +5.9% |
| 3M | +7.8% | +8.1% | -0.3% | +6.5% |
| 6M | +5.0% | +35.6% | -30.6% | +0.2% |
| YTD | +17.1% | +28.8% | -11.7% | +12.4% |
| 1Y | +19.3% | +39.8% | -20.5% | +13.1% |
| 3Y | -0.9% | +221.4% | -222.3% | -18.5% |
| All | -0.9% | +221.9% | -222.9% | -18.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling