+131.5%
PM vs SOXQ
+251.3%
-119.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.6% | +4.8% | +2.2% |
| 7D | +1.9% | +2.3% | -0.4% | +2.0% |
| 30D | +1.9% | -3.9% | +5.8% | +1.9% |
| 3M | +4.6% | -4.7% | +9.3% | +4.5% |
| 6M | +11.7% | +47.9% | -36.2% | +9.9% |
| YTD | +20.4% | +64.3% | -44.0% | +18.1% |
| 1Y | +19.0% | +95.7% | -76.8% | +15.7% |
| 3Y | +130.4% | +231.5% | -101.1% | +109.3% |
| 5Y | +131.5% | +255.0% | -123.5% | +95.2% |
| All | +131.5% | +251.3% | -119.9% | +95.2% |
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