+8.3%
PGR vs SPXL
+34.8%
-26.6%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.4% | -1.8% | +1.2% |
| 7D | -0.6% | -2.5% | +1.9% | -1.2% |
| 30D | +4.9% | -4.2% | +9.2% | +4.0% |
| 3M | +7.6% | +8.1% | -0.5% | +10.2% |
| 6M | +8.3% | +35.6% | -27.4% | +12.3% |
| All | +8.3% | +34.8% | -26.6% | +12.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling