+1,948.9%
SOXL vs PCG
-76.0%
+2,024.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | +2.2% | -13.2% | -11.6% |
| 7D | +26.9% | +2.2% | +24.7% | +26.0% |
| 30D | -47.2% | +0.8% | -48.0% | -47.3% |
| 3M | -59.9% | -23.8% | -36.1% | -57.1% |
| 6M | -68.3% | -19.6% | -48.7% | -67.0% |
| YTD | +38.8% | -16.7% | +55.6% | +42.6% |
| 1Y | +48.8% | -19.4% | +68.2% | +53.8% |
| 3Y | +196.5% | -18.3% | +214.8% | +204.6% |
| 5Y | -5.0% | +10.4% | -15.5% | -8.0% |
| All | +1,948.9% | -76.0% | +2,024.9% | +2,005.4% |
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