+158.8%
PGR vs SPXL
+141.8%
+16.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.4% | -1.8% | +0.4% |
| 7D | -0.6% | -2.5% | +1.9% | -0.3% |
| 30D | +4.9% | -4.2% | +9.2% | +5.4% |
| 3M | +7.6% | +8.1% | -0.5% | +6.4% |
| 6M | +8.3% | +35.6% | -27.4% | +3.4% |
| YTD | +1.7% | +28.8% | -27.1% | -2.4% |
| 1Y | -6.8% | +39.8% | -46.7% | -12.0% |
| 3Y | +73.4% | +221.4% | -147.9% | +39.4% |
| All | +158.8% | +141.8% | +16.9% | +104.2% |
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