+128.7%
PM vs SPXL
+137.2%
-8.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +0.7% |
| 7D | -1.2% | -1.3% | +0.1% | -1.1% |
| 30D | -0.2% | -5.0% | +4.8% | +0.3% |
| 3M | +4.9% | +7.6% | -2.7% | +3.9% |
| 6M | +9.0% | +33.6% | -24.6% | +5.3% |
| YTD | +17.8% | +28.1% | -10.3% | +14.1% |
| 1Y | +16.8% | +43.6% | -26.8% | +11.4% |
| 3Y | +125.4% | +225.8% | -100.4% | +86.3% |
| 5Y | +128.7% | +140.1% | -11.4% | +81.5% |
| All | +128.7% | +137.2% | -8.5% | +81.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling