+1,140.4%
SPXL vs PR
+72.8%
+1,067.6%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +2.8% | +1.1% | +3.4% |
| 7D | -3.8% | -0.5% | -3.3% | -3.6% |
| 30D | -8.8% | -4.6% | -4.2% | -8.2% |
| 3M | -7.4% | +4.7% | -12.1% | -8.6% |
| 6M | +1.8% | +12.4% | -10.7% | -1.3% |
| YTD | +23.6% | +62.9% | -39.3% | +10.9% |
| 1Y | +21.7% | +70.6% | -48.9% | +8.1% |
| 3Y | +232.4% | +90.0% | +142.4% | +190.1% |
| 5Y | +110.4% | +255.5% | -145.1% | +63.5% |
| 10Y | +1,140.4% | +78.7% | +1,061.6% | +1,208.5% |
| All | +1,140.4% | +72.8% | +1,067.6% | +1,208.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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