+1,125.7%
SPXL vs PRU
+97.4%
+1,028.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.4% |
| 7D | +9.6% | 0.0% | +9.6% | +9.6% |
| 30D | -9.8% | +7.9% | -17.7% | -17.9% |
| 3M | -9.1% | +0.9% | -9.9% | -10.5% |
| 6M | +1.1% | +22.4% | -21.2% | -22.0% |
| YTD | +22.3% | +12.7% | +9.6% | +3.1% |
| 1Y | +20.3% | +19.6% | +0.7% | -5.9% |
| 3Y | +229.0% | +54.0% | +175.0% | +91.4% |
| 5Y | +103.6% | +41.0% | +62.6% | +41.3% |
| All | +1,125.7% | +97.4% | +1,028.3% | +532.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 PRU 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