+17.8%
PFE vs SPXL
+227.9%
-210.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +7.0% | -7.5% | -1.3% |
| 7D | -4.7% | -0.9% | -3.8% | -4.7% |
| 30D | +3.4% | -11.4% | +14.8% | +4.6% |
| 3M | +9.2% | -10.8% | +20.0% | +10.4% |
| 6M | +15.8% | -0.3% | +16.1% | +15.1% |
| YTD | +23.4% | +20.3% | +3.1% | +19.3% |
| 1Y | +25.8% | +24.7% | +1.1% | +20.9% |
| 3Y | +17.8% | +238.6% | -220.7% | +6.4% |
| All | +17.8% | +227.9% | -210.0% | +6.4% |
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 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