+8,499.7%
SPXL vs PNR
+319.9%
+8,179.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.5% | +1.0% |
| 7D | -1.3% | -3.9% | +2.6% | +3.8% |
| 30D | -5.0% | -13.8% | +8.8% | +14.3% |
| 3M | +7.6% | -22.5% | +30.1% | +41.6% |
| 6M | +33.6% | -37.2% | +70.7% | +126.9% |
| YTD | +28.1% | -44.2% | +72.3% | +149.1% |
| 1Y | +43.6% | -46.6% | +90.3% | +195.6% |
| 3Y | +225.8% | -12.5% | +238.3% | +241.2% |
| 5Y | +140.1% | -19.3% | +159.4% | +195.4% |
| 10Y | +1,248.4% | +67.5% | +1,180.9% | +569.0% |
| All | +8,499.7% | +319.9% | +8,179.8% | +969.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling