+182.5%
PPL vs SPXL
+7,736.1%
-7,553.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.2% |
| 7D | +2.7% | +0.1% | +2.6% | +2.6% |
| 30D | +0.5% | -0.9% | +1.3% | +0.6% |
| 3M | +0.7% | +2.0% | -1.4% | -0.3% |
| 6M | -7.6% | +33.5% | -41.1% | -13.9% |
| YTD | +1.8% | +32.2% | -30.3% | -5.2% |
| 1Y | -0.8% | +48.9% | -49.6% | -10.3% |
| 3Y | +56.9% | +222.9% | -166.0% | +13.8% |
| 5Y | +39.5% | +140.7% | -101.2% | +1.3% |
| 10Y | +55.4% | +1,192.7% | -1,137.3% | -31.7% |
| All | +182.5% | +7,736.1% | -7,553.6% | -33.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling