+211.8%
SPXL vs PCOR
+43.8%
+168.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.9% |
| 7D | -8.7% | +22.7% | -31.5% | -17.3% |
| 30D | -16.9% | +37.5% | -54.4% | -28.6% |
| 3M | -15.2% | +35.2% | -50.4% | -27.3% |
| 6M | -5.5% | +42.2% | -47.8% | -22.2% |
| YTD | +12.4% | +3.6% | +8.9% | +8.4% |
| 1Y | +16.9% | -4.8% | +21.7% | +19.2% |
| 3Y | +211.8% | +48.3% | +163.5% | +139.2% |
| All | +211.8% | +43.8% | +168.0% | +139.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling