+211.0%
SOXL vs PCAR
+36.1%
+175.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.3% | +3.7% | +18.6% | +15.6% |
| 7D | -17.6% | +2.9% | -20.5% | -21.1% |
| 30D | -59.8% | -2.1% | -57.7% | -58.5% |
| 3M | -59.9% | -20.4% | -39.5% | -40.1% |
| 6M | -68.2% | -7.0% | -61.2% | -63.5% |
| YTD | +33.8% | -2.6% | +36.4% | +46.6% |
| 1Y | +34.7% | +9.8% | +25.0% | +18.5% |
| 3Y | +211.0% | +37.3% | +173.8% | +17.6% |
| All | +211.0% | +36.1% | +175.0% | +17.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling