+30,003.5%
SOXL vs PBF
+317.1%
+29,686.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.3% | +1.8% | +3.7% |
| 7D | +16.4% | +2.4% | +14.0% | +15.2% |
| 30D | -12.1% | +24.9% | -37.0% | -20.8% |
| 3M | -41.7% | +81.9% | -123.6% | -56.3% |
| 6M | +157.4% | +79.4% | +78.0% | +81.8% |
| YTD | +193.3% | +188.3% | +5.0% | +62.9% |
| 1Y | +355.3% | +177.3% | +178.1% | +152.2% |
| 3Y | +484.2% | +56.0% | +428.2% | +304.9% |
| 5Y | +182.7% | +804.0% | -621.4% | -21.6% |
| 10Y | +4,692.2% | +334.1% | +4,358.1% | +1,360.1% |
| All | +30,003.5% | +317.1% | +29,686.4% | +8,628.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling