+1,110.7%
SPXL vs PFG
+184.0%
+926.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.8% |
| 7D | +7.4% | +2.4% | +5.1% | +4.6% |
| 30D | -7.8% | +5.9% | -13.7% | -13.5% |
| 3M | -11.9% | -0.4% | -11.5% | -12.1% |
| 6M | -1.7% | +14.8% | -16.6% | -18.3% |
| YTD | +20.8% | +31.9% | -11.1% | -15.1% |
| 1Y | +25.0% | +38.8% | -13.8% | -17.6% |
| 3Y | +226.1% | +82.4% | +143.7% | +58.6% |
| 5Y | +101.1% | +94.7% | +6.4% | -4.0% |
| All | +1,110.7% | +184.0% | +926.7% | +296.6% |
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