+30.3%
SPXL vs PBF
+120.1%
-89.7%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -6.7% | +11.5% | +4.3% |
| 7D | -2.5% | -0.9% | -1.6% | -2.5% |
| 30D | -4.3% | -13.7% | +9.4% | -5.2% |
| 3M | -4.2% | +10.6% | -14.9% | -2.9% |
| 6M | +15.0% | +61.2% | -46.2% | +22.2% |
| YTD | +28.4% | +172.7% | -144.3% | +30.9% |
| 1Y | +30.3% | +111.0% | -80.7% | +40.2% |
| All | +30.3% | +120.1% | -89.7% | +40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 1y: compounded portfolio wealth divided by compounded PBF 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…
1y analysis · Full analysis span regression · 6 months rolling