+185.7%
PPL vs SPXL
+7,152.3%
-6,966.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.6% | -0.3% |
| 7D | -2.2% | +9.6% | -11.7% | -4.1% |
| 30D | +1.7% | -9.8% | +11.4% | +3.3% |
| 3M | +0.1% | -9.1% | +9.2% | +1.4% |
| 6M | -1.5% | +1.1% | -2.7% | -3.0% |
| YTD | +3.0% | +22.3% | -19.3% | -3.2% |
| 1Y | -1.4% | +20.3% | -21.7% | -7.2% |
| 3Y | +53.5% | +229.0% | -175.5% | +10.4% |
| 5Y | +46.4% | +103.6% | -57.2% | +9.9% |
| 10Y | +64.3% | +1,127.6% | -1,063.3% | -27.3% |
| All | +185.7% | +7,152.3% | -6,966.6% | -31.7% |
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