+13.4%
PG vs SPXL
+141.8%
-128.4%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.4% | -0.8% | +1.4% |
| 7D | -0.8% | -2.5% | +1.7% | -0.6% |
| 30D | +0.8% | -4.2% | +5.1% | +1.2% |
| 3M | -1.3% | +8.1% | -9.4% | -2.2% |
| 6M | -3.8% | +35.6% | -39.4% | -7.2% |
| YTD | +3.6% | +28.8% | -25.2% | +0.4% |
| 1Y | -5.7% | +39.8% | -45.6% | -9.7% |
| 3Y | +1.6% | +221.4% | -219.8% | -15.4% |
| All | +13.4% | +141.8% | -128.4% | -8.0% |
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