+1,199.1%
SPXL vs PFGC
+292.9%
+906.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.9% | +2.7% |
| 7D | -2.5% | -4.8% | +2.2% | +0.2% |
| 30D | -4.2% | -12.5% | +8.3% | +3.1% |
| 3M | +8.1% | -9.7% | +17.8% | +13.6% |
| 6M | +35.6% | +7.0% | +28.6% | +29.0% |
| YTD | +28.8% | +4.5% | +24.3% | +22.8% |
| 1Y | +39.8% | -11.6% | +51.4% | +45.8% |
| 3Y | +221.4% | +58.5% | +162.9% | +145.3% |
| 5Y | +146.9% | +112.6% | +34.3% | +65.5% |
| All | +1,199.1% | +292.9% | +906.2% | +709.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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