+8,771.7%
SPXL vs PRU
+508.1%
+8,263.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.3% | -0.3% |
| 7D | +0.1% | +1.9% | -1.8% | -1.6% |
| 30D | -0.9% | +2.7% | -3.6% | -3.4% |
| 3M | +2.0% | +19.5% | -17.4% | -13.9% |
| 6M | +33.5% | +26.6% | +6.9% | +6.7% |
| YTD | +32.2% | +12.3% | +19.8% | +17.4% |
| 1Y | +48.9% | +18.0% | +30.8% | +25.9% |
| 3Y | +222.9% | +47.0% | +175.8% | +131.5% |
| 5Y | +140.7% | +48.4% | +92.3% | +83.7% |
| 10Y | +1,192.7% | +142.4% | +1,050.2% | +639.5% |
| All | +8,771.7% | +508.1% | +8,263.5% | +2,725.3% |
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 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