+484.2%
SOXL vs PCOR
-17.1%
+501.2%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -3.2% | +8.3% | +7.2% |
| 7D | +16.4% | -6.9% | +23.3% | +21.4% |
| 30D | -12.1% | -1.5% | -10.6% | -12.8% |
| 3M | -41.7% | +18.5% | -60.2% | -52.1% |
| 6M | +157.4% | -4.7% | +162.1% | +133.2% |
| YTD | +193.3% | -22.8% | +216.1% | +218.2% |
| 1Y | +355.3% | -20.7% | +376.1% | +371.6% |
| 3Y | +484.2% | -14.6% | +498.7% | +509.3% |
| All | +484.2% | -17.1% | +501.2% | +509.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling