+30.3%
SPXL vs PEG
-6.2%
+36.5%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.6% | +4.3% | +4.8% |
| 7D | -2.5% | +1.0% | -3.5% | -2.6% |
| 30D | -4.3% | +6.6% | -10.9% | -5.1% |
| 3M | -4.2% | -3.1% | -1.1% | -4.1% |
| 6M | +15.0% | -7.4% | +22.4% | +15.5% |
| YTD | +28.4% | -6.4% | +34.9% | +27.6% |
| 1Y | +30.3% | -7.4% | +37.8% | +29.9% |
| All | +30.3% | -6.2% | +36.5% | +29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 1y: compounded portfolio wealth divided by compounded PEG 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…
1y analysis · Full analysis span regression · 6 months rolling