+1,199.1%
SPXL vs PNR
+66.2%
+1,132.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.7% | +2.7% |
| 7D | -2.5% | -6.0% | +3.5% | +5.0% |
| 30D | -4.2% | -14.0% | +9.7% | +14.3% |
| 3M | +8.1% | -21.7% | +29.8% | +38.1% |
| 6M | +35.6% | -37.3% | +72.9% | +125.0% |
| YTD | +28.8% | -45.1% | +73.9% | +148.0% |
| 1Y | +39.8% | -49.1% | +89.0% | +196.6% |
| 3Y | +221.4% | -14.8% | +236.2% | +244.4% |
| 5Y | +146.9% | -21.0% | +167.9% | +204.2% |
| All | +1,199.1% | +66.2% | +1,132.9% | +594.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 10y: compounded portfolio wealth divided by compounded PNR 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…
10y analysis · Full analysis span regression · 6 months rolling