+101.0%
SPXL vs PENG
+56.5%
+44.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.5% | +4.2% | +1.0% |
| 7D | +7.4% | +13.2% | -5.8% | +2.0% |
| 30D | -7.8% | -29.9% | +22.1% | +3.7% |
| 3M | -11.9% | -22.2% | +10.3% | -7.5% |
| 6M | -1.7% | -1.9% | +0.2% | -15.4% |
| YTD | +20.8% | +142.1% | -121.3% | -35.7% |
| 1Y | +25.0% | +151.5% | -126.5% | -34.9% |
| 3Y | +226.1% | +206.9% | +19.2% | +34.1% |
| All | +101.0% | +56.5% | +44.4% | -2.4% |
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