+141.1%
SPXL vs PEG
+35.4%
+105.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.7% | -1.7% |
| 7D | -6.0% | -0.9% | -5.1% | -5.2% |
| 30D | -5.8% | -2.8% | -3.0% | -3.3% |
| 3M | +10.9% | -6.9% | +17.8% | +18.2% |
| 6M | +31.9% | -11.4% | +43.3% | +46.7% |
| YTD | +25.8% | -7.4% | +33.1% | +32.2% |
| 1Y | +39.8% | -8.3% | +48.0% | +47.4% |
| 3Y | +219.9% | +31.5% | +188.3% | +112.5% |
| 5Y | +141.1% | +38.0% | +103.1% | +57.6% |
| All | +141.1% | +35.4% | +105.7% | +57.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling