+449.8%
SOXL vs PBF
+56.6%
+393.2%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +0.7% | -8.8% | -8.3% |
| 7D | +8.5% | +2.3% | +6.1% | +7.6% |
| 30D | -13.0% | +11.6% | -24.5% | -16.6% |
| 3M | -35.9% | +81.7% | -117.7% | -48.9% |
| 6M | +112.1% | +96.4% | +15.6% | +52.5% |
| YTD | +175.4% | +189.5% | -14.0% | +51.6% |
| 1Y | +304.9% | +180.7% | +124.1% | +119.1% |
| All | +449.8% | +56.6% | +393.2% | +177.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 3y: compounded portfolio wealth divided by compounded PBF 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…
3y analysis · Full analysis span regression · 6 months rolling