+1,199.1%
SPXL vs PPG
+26.9%
+1,172.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +2.0% | +1.9% |
| 7D | -2.5% | -6.2% | +3.7% | +5.5% |
| 30D | -4.2% | -7.9% | +3.7% | +5.9% |
| 3M | +8.1% | -10.2% | +18.3% | +21.6% |
| 6M | +35.6% | +2.7% | +32.9% | +26.5% |
| YTD | +28.8% | +4.9% | +23.9% | +14.1% |
| 1Y | +39.8% | -3.2% | +43.0% | +35.9% |
| 3Y | +221.4% | -17.0% | +238.4% | +280.5% |
| 5Y | +146.9% | -23.3% | +170.3% | +239.6% |
| All | +1,199.1% | +26.9% | +1,172.2% | +945.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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