+219.6%
SPXL vs PBF
+55.5%
+164.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.4% |
| 7D | -1.3% | +1.4% | -2.7% | -1.5% |
| 30D | -5.0% | +15.8% | -20.8% | -7.4% |
| 3M | +7.6% | +90.3% | -82.7% | -4.5% |
| 6M | +33.6% | +102.8% | -69.2% | +13.6% |
| YTD | +28.1% | +187.3% | -159.2% | -2.8% |
| 1Y | +43.6% | +161.8% | -118.2% | +9.9% |
| All | +219.6% | +55.5% | +164.2% | +129.3% |
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