+240.3%
PLD vs SPXL
+1,166.6%
-926.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +1.4% |
| 7D | -0.9% | +1.5% | -2.3% | -1.3% |
| 30D | -1.2% | -3.7% | +2.5% | -0.1% |
| 3M | -2.3% | +8.1% | -10.4% | -5.5% |
| 6M | +4.5% | +39.0% | -34.5% | -7.5% |
| YTD | +10.1% | +29.9% | -19.8% | -0.7% |
| 1Y | +25.9% | +46.6% | -20.7% | +8.4% |
| 3Y | +24.4% | +230.5% | -206.1% | -22.4% |
| 5Y | +15.5% | +140.2% | -124.7% | -26.0% |
| 10Y | +240.3% | +1,168.8% | -928.5% | +3.5% |
| All | +240.3% | +1,166.6% | -926.3% | +3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXL.
Daily Out/Under-Performance
Portfolio return minus SPXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXL 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 SPXL 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