+4,921.3%
SOXL vs PCG
-76.0%
+4,997.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.6% | +6.9% | +5.7% |
| 7D | +3.9% | -3.5% | +7.4% | +4.9% |
| 30D | -14.3% | -20.6% | +6.3% | -9.6% |
| 3M | -45.6% | -17.6% | -28.0% | -43.6% |
| 6M | +117.2% | -23.5% | +140.7% | +129.5% |
| YTD | +189.8% | -13.6% | +203.5% | +194.0% |
| 1Y | +317.7% | -11.3% | +329.1% | +319.2% |
| 3Y | +478.6% | -16.9% | +495.5% | +490.4% |
| 5Y | +169.5% | +50.8% | +118.7% | +141.8% |
| All | +4,921.3% | -76.0% | +4,997.2% | +5,376.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 10y: compounded portfolio wealth divided by compounded PCG 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…
10y analysis · Full analysis span regression · 6 months rolling