+446.4%
SOXL vs PCAR
+68.2%
+378.2%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.2% | +9.7% | +9.6% |
| 7D | +5.3% | -0.5% | +5.8% | +6.4% |
| 30D | -11.2% | -6.2% | -5.0% | +0.8% |
| 3M | -55.4% | +5.9% | -61.3% | -58.6% |
| 6M | +107.1% | +0.4% | +106.7% | +117.9% |
| YTD | +179.0% | +14.8% | +164.2% | +132.2% |
| 1Y | +357.4% | +30.1% | +327.3% | +201.2% |
| All | +446.4% | +68.2% | +378.2% | +106.0% |
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