-6.8%
PFE vs SOXQ
+283.8%
-290.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.4% | -4.6% | -1.5% |
| 7D | +1.8% | +2.3% | -0.6% | +1.6% |
| 30D | +10.2% | -2.3% | +12.5% | +10.3% |
| 3M | +12.7% | -13.8% | +26.4% | +13.4% |
| 6M | +10.5% | +48.6% | -38.1% | +5.6% |
| YTD | +20.2% | +66.0% | -45.8% | +13.5% |
| 1Y | +24.1% | +107.9% | -83.8% | +14.5% |
| 3Y | -3.6% | +224.1% | -227.7% | -16.8% |
| 5Y | -20.9% | +256.6% | -277.5% | -37.1% |
| All | -6.8% | +283.8% | -290.6% | -27.1% |
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 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