+160.1%
PM vs SPXL
+108.4%
+51.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.9% | -2.8% | +0.7% |
| 7D | -7.1% | -3.8% | -3.3% | -6.8% |
| 30D | -2.8% | -8.8% | +6.0% | -2.1% |
| 3M | +6.3% | -7.4% | +13.7% | +6.8% |
| 6M | +9.6% | +1.8% | +7.9% | +8.9% |
| YTD | +25.6% | +23.6% | +2.0% | +21.9% |
| 1Y | +29.7% | +21.7% | +7.9% | +25.9% |
| 3Y | +147.6% | +232.4% | -84.9% | +104.5% |
| 5Y | +160.1% | +110.4% | +49.7% | +110.8% |
| All | +160.1% | +108.4% | +51.7% | +110.8% |
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 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