+54.0%
PPL vs SPXL
+1,166.6%
-1,112.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.3% |
| 7D | +1.8% | +1.5% | +0.3% | +1.5% |
| 30D | -1.1% | -3.7% | +2.6% | -0.4% |
| 3M | 0.0% | +8.1% | -8.1% | -2.0% |
| 6M | -7.6% | +39.0% | -46.6% | -14.7% |
| YTD | +1.7% | +29.9% | -28.2% | -5.0% |
| 1Y | +1.5% | +46.6% | -45.1% | -8.1% |
| 3Y | +55.3% | +230.5% | -175.3% | +10.3% |
| 5Y | +37.7% | +140.2% | -102.5% | -1.6% |
| 10Y | +54.0% | +1,168.8% | -1,114.8% | -36.6% |
| All | +54.0% | +1,166.6% | -1,112.6% | -36.6% |
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