+1,199.1%
SPXL vs PSKY
-74.6%
+1,273.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.1% | +0.3% | +1.6% |
| 7D | -2.5% | -2.4% | -0.1% | -1.6% |
| 30D | -4.2% | +11.6% | -15.8% | -8.5% |
| 3M | +8.1% | +1.5% | +6.6% | +6.8% |
| 6M | +35.6% | +7.7% | +27.9% | +29.9% |
| YTD | +28.8% | -20.1% | +48.9% | +36.1% |
| 1Y | +39.8% | -38.3% | +78.1% | +61.3% |
| 3Y | +221.4% | -17.7% | +239.1% | +176.7% |
| 5Y | +146.9% | -69.9% | +216.8% | +237.8% |
| All | +1,199.1% | -74.6% | +1,273.7% | +1,176.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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