+146.7%
PM vs SPXL
+235.5%
-88.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.9% | -2.8% | +1.0% |
| 7D | -7.1% | -3.8% | -3.3% | -7.0% |
| 30D | -2.8% | -8.8% | +6.0% | -2.6% |
| 3M | +6.3% | -7.4% | +13.7% | +6.5% |
| 6M | +9.6% | +1.8% | +7.9% | +9.4% |
| YTD | +25.6% | +23.6% | +2.0% | +24.1% |
| 1Y | +29.7% | +21.7% | +7.9% | +28.2% |
| All | +146.7% | +235.5% | -88.8% | +105.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling