+226.1%
SPXL vs PEG
+36.1%
+190.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.7% | -2.2% |
| 7D | +7.4% | +4.5% | +2.9% | +4.4% |
| 30D | -7.8% | +7.5% | -15.4% | -12.4% |
| 3M | -11.9% | +0.8% | -12.8% | -12.6% |
| 6M | -1.7% | 0.0% | -1.8% | -2.8% |
| YTD | +20.8% | -3.0% | +23.9% | +21.1% |
| 1Y | +25.0% | -4.7% | +29.7% | +27.2% |
| 3Y | +226.1% | +36.5% | +189.7% | +171.5% |
| All | +226.1% | +36.1% | +190.0% | +171.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling