+46.6%
SPXL vs PENG
+106.3%
-59.7%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.5% |
| 7D | +1.5% | +7.8% | -6.3% | -0.4% |
| 30D | -3.7% | -12.2% | +8.5% | -1.1% |
| 3M | +8.1% | -20.6% | +28.7% | +10.0% |
| 6M | +39.0% | +180.9% | -141.9% | -9.0% |
| YTD | +29.9% | +162.3% | -132.3% | -14.2% |
| 1Y | +46.6% | +107.3% | -60.7% | -2.5% |
| All | +46.6% | +106.3% | -59.7% | -2.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling