+294.0%
PFE vs SPXL
+7,227.9%
-6,933.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.9% | -3.6% | -0.5% |
| 7D | -3.0% | -3.8% | +0.8% | -2.4% |
| 30D | +5.2% | -8.8% | +14.0% | +6.9% |
| 3M | +12.2% | -7.4% | +19.6% | +13.5% |
| 6M | +17.8% | +1.8% | +16.0% | +16.0% |
| YTD | +26.2% | +23.6% | +2.6% | +18.2% |
| 1Y | +23.2% | +21.7% | +1.5% | +15.6% |
| 3Y | +21.3% | +232.4% | -211.1% | -13.6% |
| 5Y | -23.1% | +110.4% | -133.5% | -43.4% |
| 10Y | +50.7% | +1,140.4% | -1,089.7% | -39.8% |
| All | +294.0% | +7,227.9% | -6,933.9% | -20.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling