+95.1%
SOXL vs PCOR
-8.1%
+103.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.4% |
| 7D | +60.3% | +2.2% | +58.2% | +58.1% |
| 30D | -48.6% | +37.4% | -86.1% | -63.1% |
| 3M | -53.9% | +33.2% | -87.1% | -67.7% |
| 6M | -62.0% | +60.6% | -122.6% | -80.3% |
| YTD | +56.0% | +6.2% | +49.8% | +7.5% |
| 1Y | +50.0% | -1.1% | +51.1% | +13.6% |
| 3Y | +223.8% | +48.4% | +175.4% | +70.4% |
| 5Y | +6.7% | -13.1% | +19.8% | -9.8% |
| All | +95.1% | -8.1% | +103.2% | +72.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling