+1,595.7%
SPXL vs PFGC
+485.1%
+1,110.6%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.8% |
| 7D | +7.4% | +3.4% | +4.0% | +5.5% |
| 30D | -7.8% | +16.9% | -24.8% | -16.0% |
| 3M | -11.9% | +6.4% | -18.3% | -15.6% |
| 6M | -1.7% | +16.0% | -17.7% | -11.2% |
| YTD | +20.8% | +23.6% | -2.8% | +4.2% |
| 1Y | +25.0% | +16.6% | +8.4% | +11.1% |
| 3Y | +226.1% | +82.3% | +143.9% | +129.3% |
| 5Y | +101.1% | +138.7% | -37.6% | +26.3% |
| 10Y | +1,112.6% | +352.8% | +759.7% | +542.7% |
| All | +1,595.7% | +485.1% | +1,110.6% | +700.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling