+85.0%
SPXL vs PENG
+42.1%
+42.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +12.4% | -11.7% | -4.3% |
| 7D | -8.7% | -19.4% | +10.7% | -2.0% |
| 30D | -16.9% | -42.4% | +25.5% | +0.9% |
| 3M | -15.2% | -25.6% | +10.5% | -9.5% |
| 6M | -5.5% | +7.3% | -12.8% | -23.2% |
| YTD | +12.4% | +113.9% | -101.4% | -36.9% |
| 1Y | +16.9% | +93.6% | -76.7% | -31.4% |
| 3Y | +211.8% | +170.2% | +41.6% | +35.7% |
| All | +85.0% | +42.1% | +42.9% | -3.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling