+765.9%
SPXL vs PENG
+644.0%
+121.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.2% | -0.2% |
| 7D | -2.9% | -16.1% | +13.2% | +3.1% |
| 30D | -12.4% | -41.5% | +29.1% | +5.9% |
| 3M | -11.8% | -19.1% | +7.3% | -8.8% |
| 6M | -1.4% | +0.9% | -2.3% | -15.0% |
| YTD | +19.0% | +128.2% | -109.3% | -30.9% |
| 1Y | +18.0% | +98.6% | -80.6% | -27.4% |
| 3Y | +220.0% | +188.2% | +31.8% | +53.5% |
| 5Y | +102.6% | +55.5% | +47.1% | +16.3% |
| All | +765.9% | +644.0% | +121.9% | +230.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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