+3,957.3%
SPXL vs PBF
+289.1%
+3,668.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.4% |
| 7D | +7.4% | +6.5% | +1.0% | +5.4% |
| 30D | -7.8% | -20.0% | +12.2% | -1.7% |
| 3M | -11.9% | -3.3% | -8.6% | -12.6% |
| 6M | -1.7% | +76.8% | -78.5% | -21.3% |
| YTD | +20.8% | +168.9% | -148.1% | -20.2% |
| 1Y | +25.0% | +96.4% | -71.4% | -8.8% |
| 3Y | +226.1% | +77.2% | +148.9% | +128.5% |
| 5Y | +101.1% | +417.7% | -316.6% | -13.8% |
| 10Y | +1,112.6% | +264.7% | +847.8% | +337.3% |
| All | +3,957.3% | +289.1% | +3,668.3% | +1,146.9% |
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