+211.0%
SOXL vs PLD
+36.1%
+175.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.3% | +2.8% | +19.4% | +18.7% |
| 7D | -17.6% | +0.7% | -18.3% | -16.9% |
| 30D | -59.8% | +0.8% | -60.6% | -59.6% |
| 3M | -59.9% | -6.1% | -53.8% | -56.1% |
| 6M | -68.2% | -8.0% | -60.2% | -66.2% |
| YTD | +33.8% | +4.7% | +29.1% | +18.9% |
| 1Y | +34.7% | +7.2% | +27.5% | +15.1% |
| 3Y | +211.0% | +39.2% | +171.8% | +81.9% |
| All | +211.0% | +36.1% | +175.0% | +81.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PLD.
Daily Out/Under-Performance
Portfolio return minus PLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLD 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 PLD 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