+3.4%
PEP vs SOXQ
+251.3%
-247.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.6% | 0.0% |
| 7D | -1.4% | +2.3% | -3.7% | -1.4% |
| 30D | -0.2% | -3.9% | +3.7% | -0.2% |
| 3M | -4.3% | -4.7% | +0.4% | -4.5% |
| 6M | -13.2% | +47.9% | -61.1% | -14.8% |
| YTD | -1.9% | +64.3% | -66.2% | -4.1% |
| 1Y | -0.3% | +95.7% | -96.0% | -3.6% |
| 3Y | -13.6% | +231.5% | -245.1% | -22.0% |
| 5Y | +3.4% | +255.0% | -251.6% | -10.3% |
| All | +3.4% | +251.3% | -247.9% | -10.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling