+4,338.2%
SPXL vs PBF
+303.9%
+4,034.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -0.8% |
| 7D | +0.1% | +4.3% | -4.2% | -1.3% |
| 30D | -0.9% | +22.0% | -22.9% | -7.4% |
| 3M | +2.0% | +74.5% | -72.5% | -16.5% |
| 6M | +33.5% | +67.7% | -34.2% | +6.7% |
| YTD | +32.2% | +179.2% | -147.0% | -12.5% |
| 1Y | +48.9% | +170.0% | -121.1% | -2.4% |
| 3Y | +222.9% | +66.4% | +156.5% | +133.6% |
| 5Y | +140.7% | +764.5% | -623.8% | -15.0% |
| 10Y | +1,192.7% | +358.5% | +834.1% | +329.6% |
| All | +4,338.2% | +303.9% | +4,034.3% | +1,267.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling