+7,449.0%
SPXL vs PRU
+494.3%
+6,954.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.6% | +3.4% | +3.1% |
| 7D | -8.7% | +2.4% | -11.1% | -10.6% |
| 30D | -16.9% | +6.1% | -23.0% | -21.4% |
| 3M | -15.2% | -0.7% | -14.4% | -14.9% |
| 6M | -5.5% | +22.1% | -27.6% | -22.1% |
| YTD | +12.4% | +9.8% | +2.7% | +1.8% |
| 1Y | +16.9% | +19.4% | -2.4% | -2.1% |
| 3Y | +211.8% | +50.4% | +161.5% | +118.2% |
| 5Y | +85.6% | +37.2% | +48.5% | +51.6% |
| 10Y | +1,159.4% | +119.5% | +1,039.9% | +680.9% |
| All | +7,449.0% | +494.3% | +6,954.7% | +2,349.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling