+45.1%
PTEN vs SOXQ
+279.9%
-234.8%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.6% | +2.4% | +0.8% |
| 7D | +2.8% | +2.3% | +0.5% | +1.8% |
| 30D | +17.6% | -3.9% | +21.5% | +19.3% |
| 3M | +8.2% | -4.7% | +12.9% | +7.6% |
| 6M | +38.1% | +47.9% | -9.8% | +9.5% |
| YTD | +117.3% | +64.3% | +53.0% | +62.5% |
| 1Y | +146.1% | +95.7% | +50.4% | +67.8% |
| 3Y | -3.0% | +231.5% | -234.5% | -50.4% |
| 5Y | +93.5% | +255.0% | -161.5% | -10.1% |
| All | +45.1% | +279.9% | -234.8% | -33.6% |
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 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