+285.4%
PFE vs SPXL
+7,034.2%
-6,748.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +7.0% | -7.5% | -2.1% |
| 7D | -4.7% | -0.9% | -3.8% | -4.7% |
| 30D | +3.4% | -11.4% | +14.8% | +5.7% |
| 3M | +9.2% | -10.8% | +20.0% | +11.4% |
| 6M | +15.8% | -0.3% | +16.1% | +14.5% |
| YTD | +23.4% | +20.3% | +3.1% | +16.4% |
| 1Y | +25.8% | +24.7% | +1.1% | +17.5% |
| 3Y | +17.8% | +238.6% | -220.7% | -16.5% |
| 5Y | -20.2% | +100.0% | -120.1% | -40.6% |
| 10Y | +49.6% | +1,108.4% | -1,058.9% | -39.9% |
| All | +285.4% | +7,034.2% | -6,748.7% | -22.1% |
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