+124.7%
PENG vs SOXQ
+45.5%
+79.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | -3.1% | -6.0% | -4.7% |
| 7D | -20.5% | -12.1% | -8.4% | -3.9% |
| 30D | -20.4% | -22.0% | +1.7% | +13.8% |
| 3M | -16.4% | -15.6% | -0.8% | +8.5% |
| 6M | +49.2% | -2.4% | +51.6% | +74.7% |
| YTD | +147.2% | +45.4% | +101.8% | +98.9% |
| 1Y | +124.7% | +47.7% | +77.0% | +78.0% |
| All | +124.7% | +45.5% | +79.2% | +78.0% |
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