-22.2%
PFE vs SPXL
+140.3%
-162.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.7% | -0.6% | -2.1% |
| 7D | -2.7% | +1.5% | -4.1% | -2.9% |
| 30D | +3.8% | -3.7% | +7.5% | +4.3% |
| 3M | +10.4% | +8.1% | +2.3% | +8.9% |
| 6M | +6.3% | +39.0% | -32.8% | +0.9% |
| YTD | +17.4% | +29.9% | -12.6% | +12.4% |
| 1Y | +21.1% | +46.6% | -25.5% | +13.9% |
| 3Y | -1.6% | +230.5% | -232.1% | -19.7% |
| 5Y | -22.2% | +140.2% | -162.3% | -40.6% |
| All | -22.2% | +140.3% | -162.5% | -40.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling