+43.1%
PPL vs SOXQ
+283.8%
-240.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.4% | -3.4% | -0.2% |
| 7D | +2.7% | +2.3% | +0.3% | +2.5% |
| 30D | +0.5% | -2.3% | +2.7% | +0.6% |
| 3M | +0.7% | -13.8% | +14.4% | +1.1% |
| 6M | -7.6% | +48.6% | -56.2% | -10.6% |
| YTD | +1.8% | +66.0% | -64.2% | -2.4% |
| 1Y | -0.8% | +107.9% | -108.6% | -6.7% |
| 3Y | +56.9% | +224.1% | -167.3% | +35.9% |
| 5Y | +39.5% | +256.6% | -217.1% | +13.9% |
| All | +43.1% | +283.8% | -240.6% | +16.4% |
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