+1,165.7%
SPXL vs PR
+152.6%
+1,013.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.2% | +0.4% |
| 7D | -8.7% | -16.4% | +7.7% | -5.7% |
| 30D | -16.9% | -1.9% | -15.0% | -16.7% |
| 3M | -15.2% | +8.0% | -23.1% | -16.7% |
| 6M | -5.5% | +4.1% | -9.6% | -7.1% |
| YTD | +12.4% | +58.7% | -46.2% | +1.5% |
| 1Y | +16.9% | +75.8% | -58.9% | +3.3% |
| 3Y | +211.8% | +73.2% | +138.7% | +176.9% |
| 5Y | +85.6% | +230.1% | -144.5% | +46.2% |
| 10Y | +1,159.4% | +67.4% | +1,092.0% | +1,146.8% |
| All | +1,165.7% | +152.6% | +1,013.1% | +1,138.0% |
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