+517.5%
PBR vs SOXQ
+279.9%
+237.6%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.6% | +4.8% | +2.5% |
| 7D | +4.2% | +2.3% | +1.9% | +3.9% |
| 30D | +22.7% | -3.9% | +26.6% | +23.3% |
| 3M | +21.5% | -4.7% | +26.2% | +21.4% |
| 6M | +24.0% | +47.9% | -23.9% | +13.9% |
| YTD | +88.2% | +64.3% | +23.9% | +69.3% |
| 1Y | +74.8% | +95.7% | -20.9% | +51.5% |
| 3Y | +105.1% | +231.5% | -126.4% | +57.2% |
| 5Y | +572.2% | +255.0% | +317.3% | +391.5% |
| All | +517.5% | +279.9% | +237.6% | +342.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXQ.
Daily Out/Under-Performance
Portfolio return minus SOXQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXQ 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 SOXQ 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