-20.2%
PFE vs SPXL
+97.5%
-117.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +7.0% | -7.5% | -1.4% |
| 7D | -4.7% | -0.9% | -3.8% | -4.7% |
| 30D | +3.4% | -11.4% | +14.8% | +4.8% |
| 3M | +9.2% | -10.8% | +20.0% | +10.5% |
| 6M | +15.8% | -0.3% | +16.1% | +15.1% |
| YTD | +23.4% | +20.3% | +3.1% | +19.1% |
| 1Y | +25.8% | +24.7% | +1.1% | +20.7% |
| 3Y | +17.8% | +238.6% | -220.7% | -4.1% |
| 5Y | -20.2% | +100.0% | -120.1% | -39.7% |
| All | -20.2% | +97.5% | -117.7% | -39.7% |
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