+275.9%
PG vs SPXL
+7,356.5%
-7,080.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.1% | +0.5% |
| 7D | -2.7% | -6.0% | +3.3% | -1.6% |
| 30D | -1.5% | -5.8% | +4.2% | -0.6% |
| 3M | -3.4% | +10.9% | -14.2% | -5.4% |
| 6M | -7.0% | +31.9% | -38.9% | -12.1% |
| YTD | +2.0% | +25.8% | -23.8% | -3.1% |
| 1Y | -6.5% | +39.8% | -46.2% | -13.2% |
| 3Y | +1.2% | +219.9% | -218.7% | -22.8% |
| 5Y | +12.8% | +141.1% | -128.3% | -14.3% |
| 10Y | +117.7% | +1,223.7% | -1,106.0% | +4.8% |
| All | +275.9% | +7,356.5% | -7,080.6% | +6.1% |
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