+267.4%
PLD vs SPXL
+1,078.5%
-811.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | 0.0% |
| 7D | +0.8% | -2.9% | +3.7% | +1.4% |
| 30D | +0.5% | -12.4% | +12.9% | +4.2% |
| 3M | -5.5% | -11.8% | +6.3% | -2.4% |
| 6M | -8.3% | -1.4% | -6.9% | -9.5% |
| YTD | +4.3% | +19.0% | -14.7% | -3.9% |
| 1Y | +7.4% | +18.0% | -10.5% | -1.0% |
| 3Y | +37.1% | +220.0% | -182.9% | -13.9% |
| 5Y | +1.3% | +102.6% | -101.3% | -31.6% |
| 10Y | +267.4% | +1,087.3% | -819.9% | +18.0% |
| All | +267.4% | +1,078.5% | -811.1% | +18.0% |
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