+101.0%
SPXL vs PFGC
+138.1%
-37.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -2.1% |
| 7D | +7.4% | +3.4% | +4.0% | +4.6% |
| 30D | -7.8% | +16.9% | -24.8% | -20.0% |
| 3M | -11.9% | +6.4% | -18.3% | -17.5% |
| 6M | -1.7% | +16.0% | -17.7% | -16.4% |
| YTD | +20.8% | +23.6% | -2.8% | -5.5% |
| 1Y | +25.0% | +16.6% | +8.4% | +2.8% |
| 3Y | +226.1% | +82.3% | +143.9% | +72.8% |
| All | +101.0% | +138.1% | -37.1% | -16.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling