-17.5%
PINS vs SPXL
+496.2%
-513.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.4% | -0.4% |
| 7D | -5.2% | +1.5% | -6.7% | -6.0% |
| 30D | -14.9% | -3.7% | -11.3% | -13.4% |
| 3M | -8.4% | +8.1% | -16.5% | -12.6% |
| 6M | +0.6% | +39.0% | -38.4% | -16.5% |
| YTD | -22.2% | +29.9% | -52.2% | -33.4% |
| 1Y | -46.9% | +46.6% | -93.5% | -57.7% |
| 3Y | -26.9% | +230.5% | -257.4% | -64.3% |
| 5Y | -63.0% | +140.2% | -203.1% | -80.1% |
| All | -17.5% | +496.2% | -513.7% | -74.6% |
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