+143.2%
SPXL vs PCOR
-43.0%
+186.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.3% | +3.0% | +1.2% |
| 7D | +0.1% | -9.0% | +9.0% | +5.3% |
| 30D | -0.9% | +4.2% | -5.0% | -3.7% |
| 3M | +2.0% | +14.4% | -12.4% | -7.4% |
| 6M | +33.5% | +0.2% | +33.3% | +26.3% |
| YTD | +32.2% | -20.3% | +52.4% | +41.5% |
| 1Y | +48.9% | -16.1% | +65.0% | +52.0% |
| 3Y | +222.9% | -14.7% | +237.6% | +211.6% |
| All | +143.2% | -43.0% | +186.2% | +153.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling