-14.9%
PEP vs SOXQ
+235.9%
-250.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.6% | -1.2% |
| 7D | -1.7% | +5.2% | -6.9% | -1.3% |
| 30D | +0.3% | -0.5% | +0.8% | +0.3% |
| 3M | -3.2% | -5.6% | +2.4% | -3.4% |
| 6M | -13.6% | +53.0% | -66.6% | -11.7% |
| YTD | -1.9% | +68.8% | -70.6% | +0.7% |
| 1Y | -0.6% | +105.7% | -106.3% | +2.6% |
| All | -14.9% | +235.9% | -250.8% | -15.1% |
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 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