+85.0%
SPXL vs PR
+225.0%
-140.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.2% | -0.1% |
| 7D | -8.7% | -16.4% | +7.7% | -1.8% |
| 30D | -16.9% | -1.9% | -15.0% | -16.7% |
| 3M | -15.2% | +8.0% | -23.1% | -19.0% |
| 6M | -5.5% | +4.1% | -9.6% | -9.5% |
| YTD | +12.4% | +58.7% | -46.2% | -13.4% |
| 1Y | +16.9% | +75.8% | -58.9% | -14.7% |
| 3Y | +211.8% | +73.2% | +138.7% | +124.7% |
| All | +85.0% | +225.0% | -140.0% | -5.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling