+143.2%
SPXL vs PENG
+115.2%
+28.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.4% | -7.6% | -3.9% |
| 7D | +0.1% | +4.5% | -4.5% | -1.9% |
| 30D | -0.9% | -7.1% | +6.2% | +1.2% |
| 3M | +2.0% | -27.3% | +29.3% | +8.6% |
| 6M | +33.5% | +169.6% | -136.1% | -26.7% |
| YTD | +32.2% | +164.6% | -132.5% | -27.8% |
| 1Y | +48.9% | +109.5% | -60.6% | -10.8% |
| 3Y | +222.9% | +98.9% | +123.9% | +67.2% |
| All | +143.2% | +115.2% | +28.0% | +26.6% |
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