+141.1%
SPXL vs PBF
+785.3%
-644.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.6% | -2.0% |
| 7D | -6.0% | +2.3% | -8.3% | -6.4% |
| 30D | -5.8% | +11.6% | -17.3% | -8.0% |
| 3M | +10.9% | +81.7% | -70.9% | -3.0% |
| 6M | +31.9% | +96.4% | -64.5% | +10.6% |
| YTD | +25.8% | +189.5% | -163.7% | -5.9% |
| 1Y | +39.8% | +180.7% | -141.0% | +3.8% |
| 3Y | +219.9% | +56.6% | +163.2% | +154.1% |
| 5Y | +141.1% | +802.0% | -660.9% | +26.5% |
| All | +141.1% | +785.3% | -644.2% | +26.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling