+109.8%
PENG vs SOXQ
+104.8%
+5.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -2.5% |
| 7D | +7.8% | +5.3% | +2.5% | +1.0% |
| 30D | -12.2% | -3.7% | -8.5% | -7.5% |
| 3M | -20.6% | -7.8% | -12.8% | -10.1% |
| 6M | +180.9% | +58.4% | +122.6% | +99.2% |
| YTD | +162.3% | +68.1% | +94.1% | +77.1% |
| All | +109.8% | +104.8% | +5.0% | +5.5% |
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