+1,087.3%
SPXL vs PRU
+107.2%
+980.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.1% | -2.3% |
| 7D | -2.9% | +3.8% | -6.6% | -6.9% |
| 30D | -12.4% | +9.0% | -21.4% | -21.2% |
| 3M | -11.8% | +2.1% | -13.9% | -14.4% |
| 6M | -1.4% | +25.4% | -26.8% | -26.2% |
| YTD | +19.0% | +13.5% | +5.4% | -0.6% |
| 1Y | +18.0% | +21.3% | -3.4% | -9.3% |
| 3Y | +220.0% | +55.1% | +164.9% | +84.6% |
| 5Y | +102.6% | +43.6% | +59.0% | +37.7% |
| 10Y | +1,087.3% | +99.2% | +988.0% | +504.2% |
| All | +1,087.3% | +107.2% | +980.1% | +504.2% |
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