+227.2%
SPXL vs PCOR
-14.4%
+241.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.3% | +3.0% | +0.7% |
| 7D | +0.1% | -9.0% | +9.0% | +4.2% |
| 30D | -0.9% | +4.2% | -5.0% | -3.1% |
| 3M | +2.0% | +14.4% | -12.4% | -5.0% |
| 6M | +33.5% | +0.2% | +33.3% | +28.9% |
| YTD | +32.2% | -20.3% | +52.4% | +43.8% |
| 1Y | +48.9% | -16.1% | +65.0% | +54.9% |
| All | +227.2% | -14.4% | +241.6% | +233.5% |
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