+113.6%
PFG vs SOXQ
+288.7%
-175.1%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -1.7% |
| 7D | +6.0% | +5.3% | +0.7% | +4.5% |
| 30D | +2.2% | -3.7% | +5.9% | +3.1% |
| 3M | +10.4% | -7.8% | +18.2% | +10.9% |
| 6M | +27.8% | +58.4% | -30.6% | +6.2% |
| YTD | +33.6% | +68.1% | -34.5% | +8.5% |
| 1Y | +49.3% | +105.4% | -56.1% | +12.4% |
| 3Y | +69.7% | +239.2% | -169.5% | +0.2% |
| 5Y | +111.3% | +266.9% | -155.6% | +15.3% |
| All | +113.6% | +288.7% | -175.1% | +16.2% |
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 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