+11.0%
PEP vs SOXQ
+288.7%
-277.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.6% |
| 7D | +0.1% | +5.3% | -5.2% | +0.1% |
| 30D | +0.7% | -3.7% | +4.4% | +0.7% |
| 3M | -0.5% | -7.8% | +7.3% | -0.6% |
| 6M | -11.3% | +58.4% | -69.7% | -13.0% |
| YTD | -0.6% | +68.1% | -68.7% | -2.8% |
| 1Y | +1.7% | +105.4% | -103.7% | -1.8% |
| 3Y | -12.5% | +239.2% | -251.7% | -20.9% |
| 5Y | +3.9% | +266.9% | -263.0% | -9.3% |
| All | +11.0% | +288.7% | -277.7% | -3.9% |
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