+176.3%
PPL vs SPXS
-100.0%
+276.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.3% | -0.7% |
| 7D | +0.4% | +7.5% | -7.1% | +2.0% |
| 30D | +5.4% | +17.5% | -12.0% | +9.1% |
| 3M | +4.3% | +14.7% | -10.4% | +7.5% |
| 6M | -1.3% | -0.1% | -1.2% | -0.8% |
| YTD | +4.7% | -19.7% | +24.4% | +1.1% |
| 1Y | +1.3% | -23.6% | +24.9% | -3.0% |
| 3Y | +57.2% | -79.2% | +136.4% | +19.0% |
| 5Y | +48.2% | -81.7% | +130.0% | +19.2% |
| 10Y | +62.7% | -99.5% | +162.3% | -26.3% |
| All | +176.3% | -100.0% | +276.3% | -47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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