+140.1%
SPXL vs PFG
+109.8%
+30.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -0.3% |
| 7D | -1.3% | +3.2% | -4.5% | -5.4% |
| 30D | -5.0% | +0.9% | -5.9% | -6.5% |
| 3M | +7.6% | +7.7% | -0.1% | -3.6% |
| 6M | +33.6% | +29.0% | +4.6% | -4.8% |
| YTD | +28.1% | +32.5% | -4.4% | -12.7% |
| 1Y | +43.6% | +47.3% | -3.7% | -15.5% |
| 3Y | +225.8% | +68.2% | +157.6% | +62.4% |
| 5Y | +140.1% | +108.5% | +31.6% | -6.2% |
| All | +140.1% | +109.8% | +30.3% | -6.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling