+4,921.3%
SOXL vs PBR
+697.0%
+4,224.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.8% | +6.1% | +5.8% |
| 7D | +3.9% | +5.4% | -1.5% | +0.4% |
| 30D | -14.3% | +22.9% | -37.2% | -25.4% |
| 3M | -45.6% | +19.6% | -65.3% | -52.5% |
| 6M | +117.2% | +16.5% | +100.7% | +87.3% |
| YTD | +189.8% | +86.7% | +103.2% | +81.5% |
| 1Y | +317.7% | +74.7% | +243.0% | +171.4% |
| 3Y | +478.6% | +102.6% | +376.1% | +244.3% |
| 5Y | +169.5% | +566.6% | -397.1% | -38.4% |
| All | +4,921.3% | +697.0% | +4,224.3% | +982.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 10y: compounded portfolio wealth divided by compounded PBR 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…
10y analysis · Full analysis span regression · 6 months rolling