+204.3%
PENG vs SOXQ
+192.4%
+11.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +7.0% | +2.2% | +1.1% |
| 7D | -3.8% | -2.9% | -0.9% | +2.1% |
| 30D | -40.1% | -20.1% | -20.0% | -19.6% |
| 3M | -21.8% | -18.6% | -3.1% | +3.8% |
| 6M | +3.3% | -14.6% | +17.9% | +37.0% |
| YTD | +133.6% | +42.1% | +91.6% | +93.3% |
| 1Y | +110.7% | +45.2% | +65.5% | +70.9% |
| 3Y | +204.3% | +195.3% | +9.0% | +32.2% |
| All | +204.3% | +192.4% | +11.9% | +32.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling