+67.3%
SOXL vs PCOR
-9.0%
+76.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.3% | +1.5% | +20.8% | +21.0% |
| 7D | -17.6% | +22.2% | -39.8% | -33.6% |
| 30D | -59.8% | +36.0% | -95.8% | -70.9% |
| 3M | -59.9% | +34.0% | -93.9% | -72.2% |
| 6M | -68.2% | +43.5% | -111.7% | -81.6% |
| YTD | +33.8% | +5.1% | +28.7% | -7.2% |
| 1Y | +34.7% | -3.9% | +38.7% | +5.0% |
| 3Y | +211.0% | +52.9% | +158.1% | +58.2% |
| 5Y | -8.6% | -18.7% | +10.1% | -20.4% |
| All | +67.3% | -9.0% | +76.3% | +48.9% |
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 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