+226.1%
SPXL vs PBF
+80.0%
+146.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.3% |
| 7D | +7.4% | +6.5% | +1.0% | +6.4% |
| 30D | -7.8% | -20.0% | +12.2% | -5.0% |
| 3M | -11.9% | -3.3% | -8.6% | -12.2% |
| 6M | -1.7% | +76.8% | -78.5% | -12.3% |
| YTD | +20.8% | +168.9% | -148.1% | -7.9% |
| 1Y | +25.0% | +96.4% | -71.4% | +4.3% |
| 3Y | +226.1% | +77.2% | +148.9% | +131.8% |
| All | +226.1% | +80.0% | +146.1% | +131.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling