-20.3%
PNR vs SOXQ
+258.1%
-278.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.0% | -0.9% |
| 7D | -6.0% | +0.8% | -6.8% | -6.3% |
| 30D | -14.0% | -4.6% | -9.4% | -12.7% |
| 3M | -21.7% | -10.2% | -11.5% | -19.9% |
| 6M | -37.3% | +49.7% | -86.9% | -49.1% |
| YTD | -45.1% | +67.2% | -112.4% | -57.8% |
| 1Y | -49.1% | +98.0% | -147.1% | -64.0% |
| 3Y | -14.8% | +237.2% | -252.0% | -55.9% |
| All | -20.3% | +258.1% | -278.4% | -62.9% |
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 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