+48.8%
SOXL vs PCAR
+11.3%
+37.5%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | +0.3% | -11.3% | -11.5% |
| 7D | +26.9% | +4.9% | +21.9% | +18.5% |
| 30D | -47.2% | -1.4% | -45.8% | -45.9% |
| 3M | -59.9% | -18.1% | -41.7% | -42.2% |
| 6M | -68.3% | -4.0% | -64.3% | -65.7% |
| YTD | +38.8% | -1.5% | +40.3% | +56.8% |
| 1Y | +48.8% | +13.2% | +35.6% | +56.4% |
| All | +48.8% | +11.3% | +37.5% | +56.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling