-9.9%
PNR vs SOXQ
+279.9%
-289.8%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.6% | +1.3% | -0.4% |
| 7D | -5.5% | +2.3% | -7.8% | -6.3% |
| 30D | -15.6% | -3.9% | -11.7% | -14.6% |
| 3M | -20.2% | -4.7% | -15.5% | -20.5% |
| 6M | -36.6% | +47.9% | -84.5% | -48.2% |
| YTD | -45.0% | +64.3% | -109.3% | -57.2% |
| 1Y | -47.4% | +95.7% | -143.2% | -62.4% |
| 3Y | -13.7% | +231.5% | -245.2% | -54.4% |
| 5Y | -20.8% | +255.0% | -275.8% | -61.2% |
| All | -9.9% | +279.9% | -289.8% | -55.7% |
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