+99.6%
PENG vs SOXQ
+231.9%
-132.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -3.5% | -2.0% | -1.7% |
| 7D | +13.2% | +8.2% | +5.1% | +4.3% |
| 30D | -29.9% | -13.2% | -16.8% | -15.0% |
| 3M | -22.2% | -18.5% | -3.7% | +2.0% |
| 6M | -1.9% | -15.4% | +13.6% | +30.2% |
| YTD | +142.1% | +43.6% | +98.6% | +94.7% |
| 1Y | +151.5% | +49.2% | +102.3% | +94.2% |
| 3Y | +206.9% | +190.2% | +16.7% | +23.0% |
| 5Y | +58.2% | +178.2% | -120.0% | -33.4% |
| All | +99.6% | +231.9% | -132.4% | -23.6% |
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