+23.3%
PG vs SOXQ
+286.7%
-263.4%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.8% | -0.2% | +1.6% |
| 7D | -0.8% | +0.8% | -1.6% | -0.8% |
| 30D | +0.8% | -4.6% | +5.4% | +0.8% |
| 3M | -1.3% | -10.2% | +8.8% | -1.4% |
| 6M | -3.8% | +49.7% | -53.5% | -5.3% |
| YTD | +3.6% | +67.2% | -63.6% | +1.6% |
| 1Y | -5.7% | +98.0% | -103.7% | -8.3% |
| 3Y | +1.6% | +237.2% | -235.6% | -7.2% |
| 5Y | +14.6% | +261.3% | -246.7% | 0.0% |
| All | +23.3% | +286.7% | -263.4% | +7.3% |
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