+139.0%
PM vs SOXQ
+288.7%
-149.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.1% | +1.2% |
| 7D | -1.3% | +5.3% | -6.6% | -1.3% |
| 30D | -2.6% | -3.7% | +1.2% | -2.6% |
| 3M | +5.8% | -7.8% | +13.6% | +5.8% |
| 6M | +10.6% | +58.4% | -47.8% | +8.6% |
| YTD | +17.2% | +68.1% | -51.0% | +14.9% |
| 1Y | +17.6% | +105.4% | -87.7% | +14.3% |
| 3Y | +124.3% | +239.2% | -115.0% | +103.7% |
| 5Y | +125.1% | +266.9% | -141.8% | +92.7% |
| All | +139.0% | +288.7% | -149.8% | +103.9% |
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