+213.8%
SPXL vs PEG
+32.0%
+181.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.7% | -1.7% |
| 7D | -6.0% | -0.9% | -5.1% | -5.4% |
| 30D | -5.8% | -2.8% | -3.0% | -4.0% |
| 3M | +10.9% | -6.9% | +17.8% | +16.0% |
| 6M | +31.9% | -11.4% | +43.3% | +42.8% |
| YTD | +25.8% | -7.4% | +33.1% | +30.4% |
| 1Y | +39.8% | -8.3% | +48.0% | +45.4% |
| All | +213.8% | +32.0% | +181.8% | +157.5% |
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