+1,168.3%
SPXL vs PFG
+247.4%
+920.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.7% | -2.8% |
| 7D | -6.0% | -3.0% | -3.0% | -2.6% |
| 30D | -5.8% | +2.5% | -8.3% | -8.9% |
| 3M | +10.9% | +6.1% | +4.8% | +2.0% |
| 6M | +31.9% | +31.3% | +0.6% | -5.8% |
| YTD | +25.8% | +33.6% | -7.8% | -12.7% |
| 1Y | +39.8% | +48.5% | -8.8% | -15.1% |
| 3Y | +219.9% | +69.6% | +150.2% | +70.0% |
| 5Y | +141.1% | +111.5% | +29.6% | +5.1% |
| All | +1,168.3% | +247.4% | +920.9% | +226.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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