+1,168.8%
SPXL vs PRU
+139.4%
+1,029.4%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.5% | +0.9% |
| 7D | +1.5% | +1.9% | -0.5% | -0.9% |
| 30D | -3.7% | -0.4% | -3.2% | -3.3% |
| 3M | +8.1% | +16.4% | -8.3% | -10.8% |
| 6M | +39.0% | +26.0% | +13.0% | +3.6% |
| YTD | +29.9% | +9.9% | +20.0% | +13.4% |
| 1Y | +46.6% | +18.8% | +27.8% | +15.7% |
| 3Y | +230.5% | +45.4% | +185.2% | +108.0% |
| 5Y | +140.2% | +45.6% | +94.6% | +61.7% |
| 10Y | +1,168.8% | +139.6% | +1,029.1% | +441.6% |
| All | +1,168.8% | +139.4% | +1,029.4% | +441.6% |
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