+363.2%
SOXL vs PCOR
-23.7%
+386.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.6% | +5.8% | +1.2% |
| 7D | +18.4% | -9.0% | +27.4% | +15.8% |
| 30D | -3.2% | -7.0% | +3.8% | -4.4% |
| 3M | -37.6% | +18.3% | -55.9% | -31.2% |
| 6M | +136.1% | -7.8% | +143.9% | +159.3% |
| YTD | +199.5% | -25.6% | +225.1% | +279.6% |
| 1Y | +363.2% | -22.7% | +385.9% | +513.9% |
| All | +363.2% | -23.7% | +386.9% | +513.9% |
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