+33.3%
PLD vs SPXS
-79.2%
+112.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.5% |
| 7D | -0.8% | +7.5% | -8.3% | +1.3% |
| 30D | -0.3% | +17.5% | -17.8% | +4.4% |
| 3M | -8.0% | +14.7% | -22.7% | -4.1% |
| 6M | -9.8% | -0.1% | -9.7% | -9.1% |
| YTD | +1.8% | -19.7% | +21.5% | -2.8% |
| 1Y | +5.6% | -23.6% | +29.2% | -0.4% |
| 3Y | +33.3% | -79.2% | +112.4% | -22.9% |
| All | +33.3% | -79.2% | +112.4% | -22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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