+145.2%
SPXL vs PNC
+51.4%
+93.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.9% | +1.8% |
| 7D | -2.5% | -0.6% | -2.0% | -1.9% |
| 30D | -4.2% | -4.4% | +0.2% | +0.6% |
| 3M | +8.1% | +5.2% | +2.9% | +1.3% |
| 6M | +35.6% | +20.6% | +15.0% | +8.1% |
| YTD | +28.8% | +19.8% | +9.0% | +2.4% |
| 1Y | +39.8% | +24.4% | +15.4% | +5.6% |
| 3Y | +221.4% | +131.2% | +90.1% | +14.5% |
| All | +145.2% | +51.4% | +93.9% | +59.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 PNC 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