+9,236.0%
SOXL vs PCAR
+605.0%
+8,631.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.6% |
| 7D | -23.3% | +3.8% | -27.1% | -27.8% |
| 30D | -59.9% | -2.0% | -57.9% | -58.7% |
| 3M | -56.8% | -19.1% | -37.8% | -38.0% |
| 6M | -68.3% | -6.8% | -61.5% | -63.7% |
| YTD | +33.5% | -2.5% | +35.9% | +46.1% |
| 1Y | +24.8% | +9.7% | +15.1% | +9.3% |
| 3Y | +177.0% | +34.0% | +143.0% | +82.5% |
| 5Y | -0.2% | +113.3% | -113.6% | -67.3% |
| 10Y | +2,054.9% | +278.2% | +1,776.7% | +249.5% |
| All | +9,236.0% | +605.0% | +8,631.1% | +579.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling