+101.0%
SPXL vs PCOR
-11.9%
+112.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.5% |
| 7D | +7.4% | +3.0% | +4.4% | +5.8% |
| 30D | -7.8% | +38.7% | -46.5% | -23.9% |
| 3M | -11.9% | +24.9% | -36.8% | -23.7% |
| 6M | -1.7% | +68.8% | -70.5% | -30.2% |
| YTD | +20.8% | +6.7% | +14.1% | +8.5% |
| 1Y | +25.0% | +3.0% | +22.0% | +14.8% |
| 3Y | +226.1% | +48.6% | +177.5% | +125.8% |
| All | +101.0% | -11.9% | +112.9% | +69.5% |
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 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