+8,499.7%
SPXL vs PNC
+448.8%
+8,050.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -0.5% |
| 7D | -1.3% | -0.7% | -0.6% | -0.6% |
| 30D | -5.0% | -4.4% | -0.6% | -0.9% |
| 3M | +7.6% | +4.5% | +3.1% | +2.6% |
| 6M | +33.6% | +19.1% | +14.5% | +12.0% |
| YTD | +28.1% | +18.0% | +10.1% | +7.6% |
| 1Y | +43.6% | +24.1% | +19.6% | +14.5% |
| 3Y | +225.8% | +130.0% | +95.8% | +44.8% |
| 5Y | +140.1% | +50.4% | +89.7% | +69.7% |
| 10Y | +1,248.4% | +271.3% | +977.1% | +388.8% |
| All | +8,499.7% | +448.8% | +8,050.8% | +3,302.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling