+184.8%
SOXL vs PLD
+13.9%
+170.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.0% | +4.1% | +5.2% |
| 7D | +18.4% | -0.7% | +19.0% | +19.3% |
| 30D | -3.2% | -2.2% | -0.9% | -0.2% |
| 3M | -37.6% | -7.4% | -30.2% | -34.1% |
| 6M | +136.1% | +1.9% | +134.1% | +115.6% |
| YTD | +199.5% | +7.9% | +191.6% | +145.6% |
| 1Y | +363.2% | +25.1% | +338.1% | +195.8% |
| 3Y | +496.5% | +21.9% | +474.6% | +293.7% |
| 5Y | +184.8% | +16.3% | +168.5% | +153.4% |
| All | +184.8% | +13.9% | +170.9% | +153.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling