+141.1%
SPXL vs PFGC
+105.5%
+35.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -0.7% |
| 7D | -6.0% | -4.8% | -1.2% | -2.1% |
| 30D | -5.8% | -17.2% | +11.4% | +9.5% |
| 3M | +10.9% | -6.3% | +17.2% | +15.2% |
| 6M | +31.9% | +8.8% | +23.1% | +19.5% |
| YTD | +25.8% | +4.9% | +20.8% | +14.8% |
| 1Y | +39.8% | -9.5% | +49.3% | +44.7% |
| 3Y | +219.9% | +59.6% | +160.3% | +96.7% |
| 5Y | +141.1% | +113.5% | +27.6% | +16.0% |
| All | +141.1% | +105.5% | +35.6% | +16.0% |
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