+39.8%
SPXL vs PBF
+167.4%
-127.6%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.6% | -1.8% |
| 7D | -6.0% | +2.3% | -8.3% | -5.9% |
| 30D | -5.8% | +11.6% | -17.3% | -5.1% |
| 3M | +10.9% | +81.7% | -70.9% | +15.9% |
| 6M | +31.9% | +96.4% | -64.5% | +36.2% |
| YTD | +25.8% | +189.5% | -163.7% | +25.2% |
| 1Y | +39.8% | +180.7% | -141.0% | +41.6% |
| All | +39.8% | +167.4% | -127.6% | +41.6% |
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