+47.1%
PPL vs SPXL
+99.3%
-52.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.5% |
| 7D | -0.4% | +7.4% | -7.8% | -1.3% |
| 30D | +2.6% | -7.8% | +10.5% | +3.4% |
| 3M | +0.8% | -11.9% | +12.7% | +2.0% |
| 6M | +1.4% | -1.7% | +3.1% | +0.9% |
| YTD | +4.3% | +20.8% | -16.5% | +0.4% |
| 1Y | +0.8% | +25.0% | -24.2% | -3.6% |
| 3Y | +57.9% | +226.1% | -168.2% | +23.2% |
| All | +47.1% | +99.3% | -52.2% | +14.3% |
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