+20,174.1%
SOXL vs PBR
+83.4%
+20,090.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.8% | +6.1% | +5.7% |
| 7D | +3.9% | +5.4% | -1.5% | +0.6% |
| 30D | -14.3% | +22.9% | -37.2% | -24.8% |
| 3M | -45.6% | +19.6% | -65.3% | -52.1% |
| 6M | +117.2% | +16.5% | +100.7% | +89.3% |
| YTD | +189.8% | +86.7% | +103.2% | +88.1% |
| 1Y | +317.7% | +74.7% | +243.0% | +180.6% |
| 3Y | +478.6% | +102.6% | +376.1% | +259.5% |
| 5Y | +169.5% | +566.6% | -397.1% | -28.4% |
| 10Y | +5,222.1% | +686.1% | +4,536.0% | +1,117.2% |
| All | +20,174.1% | +83.4% | +20,090.8% | +16,877.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling