+1,199.1%
SPXL vs PEG
+148.0%
+1,051.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.5% | +2.6% |
| 7D | -2.5% | -0.9% | -1.7% | -1.5% |
| 30D | -4.2% | -3.7% | -0.5% | 0.0% |
| 3M | +8.1% | -7.3% | +15.4% | +17.2% |
| 6M | +35.6% | -10.5% | +46.1% | +51.6% |
| YTD | +28.8% | -7.5% | +36.3% | +37.0% |
| 1Y | +39.8% | -8.7% | +48.6% | +49.8% |
| 3Y | +221.4% | +31.4% | +190.0% | +108.1% |
| 5Y | +146.9% | +37.8% | +109.1% | +53.4% |
| All | +1,199.1% | +148.0% | +1,051.1% | +433.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling