+37.7%
PPL vs SOXQ
+265.0%
-227.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.1% |
| 7D | +1.8% | +5.3% | -3.5% | +1.5% |
| 30D | -1.1% | -3.7% | +2.6% | -0.9% |
| 3M | 0.0% | -7.8% | +7.9% | +0.2% |
| 6M | -7.6% | +58.4% | -66.0% | -11.1% |
| YTD | +1.7% | +68.1% | -66.4% | -2.6% |
| 1Y | +1.5% | +105.4% | -103.8% | -4.5% |
| 3Y | +55.3% | +239.2% | -184.0% | +33.0% |
| 5Y | +37.7% | +266.9% | -229.2% | +10.6% |
| All | +37.7% | +265.0% | -227.3% | +10.6% |
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