+124.3%
PM vs SPXL
+231.8%
-107.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +2.9% | +1.3% |
| 7D | -1.3% | +1.5% | -2.7% | -1.3% |
| 30D | -2.6% | -3.7% | +1.1% | -2.4% |
| 3M | +5.8% | +8.1% | -2.3% | +5.4% |
| 6M | +10.6% | +39.0% | -28.5% | +8.4% |
| YTD | +17.2% | +29.9% | -12.8% | +15.3% |
| 1Y | +17.6% | +46.6% | -29.0% | +14.8% |
| 3Y | +124.3% | +230.5% | -106.3% | +86.5% |
| All | +124.3% | +231.8% | -107.5% | +86.5% |
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