+811.9%
PGR vs SPXL
+1,271.9%
-460.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.4% | -1.8% | +0.2% |
| 7D | -0.6% | -2.5% | +1.9% | -0.1% |
| 30D | +4.9% | -4.2% | +9.2% | +5.8% |
| 3M | +7.6% | +8.1% | -0.5% | +5.4% |
| 6M | +8.3% | +35.6% | -27.4% | +0.5% |
| YTD | +1.7% | +28.8% | -27.1% | -4.9% |
| 1Y | -6.8% | +39.8% | -46.7% | -14.9% |
| 3Y | +73.4% | +221.4% | -147.9% | +25.8% |
| 5Y | +161.2% | +146.9% | +14.3% | +87.7% |
| All | +811.9% | +1,271.9% | -460.0% | +274.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling