+110.2%
PFG vs SOXQ
+258.1%
-147.9%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.8% | -0.7% | +0.6% |
| 7D | -0.4% | +0.8% | -1.2% | -0.7% |
| 30D | +2.9% | -4.6% | +7.5% | +4.0% |
| 3M | +6.7% | -10.2% | +16.9% | +8.2% |
| 6M | +33.8% | +49.7% | -15.9% | +13.1% |
| YTD | +35.0% | +67.2% | -32.3% | +9.5% |
| 1Y | +46.4% | +98.0% | -51.6% | +11.2% |
| 3Y | +71.7% | +237.2% | -165.5% | +0.7% |
| All | +110.2% | +258.1% | -147.9% | +13.2% |
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