+5,399.0%
SOXL vs PCAR
+361.0%
+5,038.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +3.1% |
| 7D | +18.4% | -0.2% | +18.6% | +18.4% |
| 30D | -3.2% | -6.9% | +3.7% | +11.0% |
| 3M | -37.6% | +2.1% | -39.7% | -38.8% |
| 6M | +136.1% | +1.6% | +134.5% | +143.2% |
| YTD | +199.5% | +12.2% | +187.2% | +158.4% |
| 1Y | +363.2% | +28.0% | +335.2% | +207.1% |
| 3Y | +496.5% | +61.0% | +435.5% | +177.7% |
| 5Y | +184.8% | +163.9% | +20.9% | -41.2% |
| 10Y | +5,399.0% | +367.9% | +5,031.1% | +659.3% |
| All | +5,399.0% | +361.0% | +5,038.0% | +659.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 PCAR 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