-8.6%
SOXL vs PCAR
+114.5%
-123.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.3% | +3.7% | +18.6% | +15.2% |
| 7D | -17.6% | +2.9% | -20.5% | -21.4% |
| 30D | -59.8% | -2.1% | -57.7% | -58.4% |
| 3M | -59.9% | -20.4% | -39.5% | -39.1% |
| 6M | -68.2% | -7.0% | -61.2% | -63.4% |
| YTD | +33.8% | -2.6% | +36.4% | +46.2% |
| 1Y | +34.7% | +9.8% | +25.0% | +15.7% |
| 3Y | +211.0% | +37.3% | +173.8% | +69.8% |
| 5Y | -8.6% | +116.4% | -125.0% | -78.9% |
| All | -8.6% | +114.5% | -123.1% | -78.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling