+109.5%
PENG vs SOXQ
+111.3%
-1.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +3.4% | +3.1% | +2.2% |
| 7D | +4.5% | +2.3% | +2.2% | +1.6% |
| 30D | -7.1% | -2.3% | -4.9% | -3.9% |
| 3M | -27.3% | -13.8% | -13.5% | -10.4% |
| 6M | +169.6% | +48.6% | +121.0% | +102.8% |
| YTD | +164.6% | +66.0% | +98.6% | +81.9% |
| 1Y | +109.5% | +107.9% | +1.6% | +7.9% |
| All | +109.5% | +111.3% | -1.9% | +7.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling