+33.3%
PLD vs SPXL
+212.3%
-179.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -2.0% | -1.4% |
| 7D | -0.8% | -8.7% | +7.9% | +1.3% |
| 30D | -0.3% | -16.9% | +16.6% | +4.3% |
| 3M | -8.0% | -15.2% | +7.1% | -4.5% |
| 6M | -9.8% | -5.5% | -4.3% | -9.8% |
| YTD | +1.8% | +12.4% | -10.7% | -4.0% |
| 1Y | +5.6% | +16.9% | -11.3% | -1.9% |
| 3Y | +33.3% | +211.8% | -178.6% | -27.9% |
| All | +33.3% | +212.3% | -179.0% | -27.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling