+2,059.2%
PLD vs SPXS
-100.0%
+2,159.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.1% |
| 7D | -2.4% | -0.1% | -2.3% | -2.4% |
| 30D | -2.4% | +0.8% | -3.3% | -2.0% |
| 3M | -3.8% | -4.7% | +0.9% | -5.5% |
| 6M | 0.0% | -29.6% | +29.7% | -13.8% |
| YTD | +9.2% | -29.8% | +39.0% | -5.8% |
| 1Y | +25.9% | -38.9% | +64.8% | +2.4% |
| 3Y | +21.3% | -79.6% | +100.9% | -34.2% |
| 5Y | +14.1% | -85.9% | +100.0% | -36.8% |
| 10Y | +237.9% | -99.5% | +337.4% | -55.8% |
| All | +2,059.2% | -100.0% | +2,159.2% | -87.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling