+1.6%
PG vs SPXL
+221.9%
-220.4%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.4% | -0.8% | +1.5% |
| 7D | -0.8% | -2.5% | +1.7% | -0.7% |
| 30D | +0.8% | -4.2% | +5.1% | +1.0% |
| 3M | -1.3% | +8.1% | -9.4% | -1.7% |
| 6M | -3.8% | +35.6% | -39.4% | -5.2% |
| YTD | +3.6% | +28.8% | -25.2% | +2.3% |
| 1Y | -5.7% | +39.8% | -45.6% | -7.4% |
| 3Y | +1.6% | +221.4% | -219.8% | -8.6% |
| All | +1.6% | +221.9% | -220.4% | -8.6% |
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 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