+1,156.6%
SPXL vs PR
+147.8%
+1,008.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -4.9% | -8.2% | -12.2% |
| 7D | -14.2% | -16.5% | +2.3% | -11.4% |
| 30D | -18.1% | -4.5% | -13.6% | -17.6% |
| 3M | -16.3% | +8.5% | -24.8% | -17.9% |
| 6M | -2.3% | -3.3% | +1.0% | -2.6% |
| YTD | +11.6% | +55.7% | -44.1% | +1.1% |
| 1Y | +12.3% | +82.0% | -69.8% | -1.5% |
| 3Y | +211.6% | +62.5% | +149.2% | +179.6% |
| 5Y | +84.3% | +223.9% | -139.6% | +45.7% |
| 10Y | +1,150.4% | +64.2% | +1,086.2% | +1,142.2% |
| All | +1,156.6% | +147.8% | +1,008.8% | +1,133.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling