+227.2%
SPXL vs PR
+73.2%
+154.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -0.5% |
| 7D | +0.1% | +2.9% | -2.9% | -1.2% |
| 30D | -0.9% | +18.0% | -18.9% | -8.0% |
| 3M | +2.0% | +16.9% | -14.8% | -5.8% |
| 6M | +33.5% | +28.2% | +5.3% | +14.5% |
| YTD | +32.2% | +69.3% | -37.2% | -4.0% |
| 1Y | +48.9% | +69.5% | -20.6% | +6.9% |
| All | +227.2% | +73.2% | +154.0% | +110.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling