+118.1%
PENG vs SOXQ
+283.8%
-165.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +3.4% | +3.1% | +2.9% |
| 7D | +4.5% | +2.3% | +2.2% | +2.1% |
| 30D | -7.1% | -2.3% | -4.9% | -4.4% |
| 3M | -27.3% | -13.8% | -13.5% | -11.7% |
| 6M | +169.6% | +48.6% | +121.0% | +96.8% |
| YTD | +164.6% | +66.0% | +98.6% | +73.3% |
| 1Y | +109.5% | +107.9% | +1.6% | +9.5% |
| 3Y | +98.9% | +224.1% | -125.2% | -31.6% |
| 5Y | +116.3% | +256.6% | -140.3% | -32.3% |
| All | +118.1% | +283.8% | -165.6% | -32.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling