+357.4%
SOXL vs PCOR
-14.7%
+372.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -4.3% | +14.1% | +8.8% |
| 7D | +5.3% | -9.0% | +14.3% | +3.1% |
| 30D | -11.2% | +4.2% | -15.4% | -10.0% |
| 3M | -55.4% | +14.4% | -69.8% | -49.9% |
| 6M | +107.1% | +0.2% | +107.0% | +130.3% |
| YTD | +179.0% | -20.3% | +199.3% | +259.7% |
| 1Y | +357.4% | -16.1% | +373.5% | +523.9% |
| All | +357.4% | -14.7% | +372.0% | +523.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 1y: compounded portfolio wealth divided by compounded PCOR 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…
1y analysis · Full analysis span regression · 6 months rolling