+78.9%
PFGC vs SOXQ
+286.7%
-207.8%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.2% | -0.9% |
| 7D | -4.8% | +0.8% | -5.5% | -5.0% |
| 30D | -12.5% | -4.6% | -8.0% | -11.5% |
| 3M | -9.7% | -10.2% | +0.4% | -8.4% |
| 6M | +7.0% | +49.7% | -42.7% | -10.1% |
| YTD | +4.5% | +67.2% | -62.8% | -15.8% |
| 1Y | -11.6% | +98.0% | -109.6% | -33.7% |
| 3Y | +58.5% | +237.2% | -178.7% | -11.1% |
| 5Y | +112.6% | +261.3% | -148.7% | +12.1% |
| All | +78.9% | +286.7% | -207.8% | -7.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling