+8,010.4%
SPXL vs PEG
+414.3%
+7,596.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.7% | -3.1% |
| 7D | +7.4% | +4.5% | +2.9% | +1.4% |
| 30D | -7.8% | +7.5% | -15.4% | -16.8% |
| 3M | -11.9% | +0.8% | -12.8% | -13.9% |
| 6M | -1.7% | 0.0% | -1.8% | -4.4% |
| YTD | +20.8% | -3.0% | +23.9% | +20.2% |
| 1Y | +25.0% | -4.7% | +29.7% | +27.2% |
| 3Y | +226.1% | +36.5% | +189.7% | +92.4% |
| 5Y | +101.1% | +44.4% | +56.7% | +11.7% |
| 10Y | +1,112.6% | +170.2% | +942.4% | +184.4% |
| All | +8,010.4% | +414.3% | +7,596.0% | +506.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling