+184.0%
SPXL vs PCOR
-9.0%
+193.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +1.5% | +5.5% | +6.2% |
| 7D | -0.9% | +22.2% | -23.1% | -11.4% |
| 30D | -11.4% | +36.0% | -47.4% | -25.4% |
| 3M | -10.8% | +34.0% | -44.8% | -25.2% |
| 6M | -0.3% | +43.5% | -43.8% | -21.4% |
| YTD | +20.3% | +5.1% | +15.2% | +9.4% |
| 1Y | +24.7% | -3.9% | +28.7% | +19.9% |
| 3Y | +238.6% | +52.9% | +185.6% | +137.9% |
| 5Y | +100.0% | -18.7% | +118.6% | +66.3% |
| All | +184.0% | -9.0% | +193.0% | +137.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling