+115.2%
PENG vs SOXQ
+290.2%
-175.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.8% | -0.9% |
| 7D | +7.3% | +5.2% | +2.0% | +1.8% |
| 30D | -7.5% | -0.5% | -6.9% | -6.6% |
| 3M | -17.2% | -5.6% | -11.6% | -9.0% |
| 6M | +176.7% | +53.0% | +123.7% | +96.3% |
| YTD | +161.0% | +68.8% | +92.3% | +68.0% |
| 1Y | +108.8% | +105.7% | +3.1% | +10.1% |
| 3Y | +109.8% | +240.5% | -130.7% | -31.3% |
| 5Y | +111.7% | +266.8% | -155.0% | -35.3% |
| All | +115.2% | +290.2% | -175.0% | -34.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling