+180.9%
SPXL vs PCOR
-9.2%
+190.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.9% | -1.0% |
| 7D | -2.9% | +20.7% | -23.6% | -12.7% |
| 30D | -12.4% | +35.7% | -48.1% | -26.1% |
| 3M | -11.8% | +31.1% | -42.8% | -25.1% |
| 6M | -1.4% | +43.1% | -44.5% | -22.1% |
| YTD | +19.0% | +4.8% | +14.1% | +8.3% |
| 1Y | +18.0% | -3.7% | +21.6% | +13.1% |
| 3Y | +220.0% | +46.5% | +173.5% | +130.4% |
| 5Y | +102.6% | -17.3% | +119.9% | +68.0% |
| All | +180.9% | -9.2% | +190.1% | +134.7% |
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