-21.6%
PINS vs SPXL
+461.2%
-482.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.5% | -0.1% |
| 7D | -3.4% | +9.6% | -12.9% | -7.9% |
| 30D | -14.5% | -9.8% | -4.8% | -10.6% |
| 3M | -16.5% | -9.1% | -7.4% | -13.1% |
| 6M | -7.0% | +1.1% | -8.1% | -9.2% |
| YTD | -26.1% | +22.3% | -48.5% | -35.3% |
| 1Y | -30.0% | +20.3% | -50.3% | -38.4% |
| 3Y | -38.5% | +229.0% | -267.4% | -70.0% |
| 5Y | -58.4% | +103.6% | -162.0% | -75.8% |
| All | -21.6% | +461.2% | -482.8% | -75.3% |
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 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