+184.8%
SOXL vs PCG
+55.2%
+129.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.3% | +6.4% | +4.9% |
| 7D | +18.4% | +6.5% | +11.9% | +13.4% |
| 30D | -3.2% | -16.7% | +13.5% | +6.0% |
| 3M | -37.6% | -14.2% | -23.4% | -34.7% |
| 6M | +136.1% | -21.5% | +157.5% | +163.4% |
| YTD | +199.5% | -11.2% | +210.7% | +194.9% |
| 1Y | +363.2% | -4.2% | +367.4% | +318.5% |
| 3Y | +496.5% | -14.9% | +511.3% | +460.5% |
| 5Y | +184.8% | +54.2% | +130.6% | +36.6% |
| All | +184.8% | +55.2% | +129.6% | +36.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling