+30.3%
SPXL vs PCOR
+4.0%
+26.3%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +19.7% | -14.8% | +2.2% |
| 7D | -2.5% | +21.8% | -24.3% | -5.2% |
| 30D | -4.3% | +39.5% | -43.9% | -8.6% |
| 3M | -4.2% | +35.2% | -39.5% | -8.2% |
| 6M | +15.0% | +21.7% | -6.7% | +12.5% |
| YTD | +28.4% | +3.9% | +24.5% | +29.9% |
| 1Y | +30.3% | +6.9% | +23.4% | +31.6% |
| All | +30.3% | +4.0% | +26.3% | +31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 1y: compounded portfolio wealth divided by compounded PCOR 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…
1y analysis · Full analysis span regression · 6 months rolling