+162.3%
SOXL vs PBF
+799.3%
-637.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.6% | +3.7% | +4.7% |
| 7D | +3.9% | +5.3% | -1.5% | +2.1% |
| 30D | -14.3% | +11.7% | -26.0% | -18.0% |
| 3M | -45.6% | +91.1% | -136.7% | -57.5% |
| 6M | +117.2% | +88.4% | +28.8% | +61.2% |
| YTD | +189.8% | +194.1% | -4.2% | +70.4% |
| 1Y | +317.7% | +180.4% | +137.3% | +146.6% |
| 3Y | +478.6% | +59.3% | +419.3% | +287.0% |
| All | +162.3% | +799.3% | -637.0% | -4.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling