+208.8%
PM vs SPXL
+1,239.4%
-1,030.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.8% | +4.0% | +2.5% |
| 7D | +1.9% | -6.0% | +7.9% | +3.1% |
| 30D | +1.9% | -5.8% | +7.7% | +3.0% |
| 3M | +4.6% | +10.9% | -6.3% | +2.1% |
| 6M | +11.7% | +31.9% | -20.2% | +4.7% |
| YTD | +20.4% | +25.8% | -5.4% | +13.7% |
| 1Y | +19.0% | +39.8% | -20.8% | +9.5% |
| 3Y | +130.4% | +219.9% | -89.5% | +68.6% |
| 5Y | +131.5% | +141.1% | -9.6% | +68.3% |
| All | +208.8% | +1,239.4% | -1,030.5% | +28.8% |
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