+196.5%
SOXL vs PCOR
+50.0%
+146.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | +0.5% | -11.5% | -11.3% |
| 7D | +26.9% | +3.0% | +23.8% | +25.0% |
| 30D | -47.2% | +38.7% | -85.9% | -57.9% |
| 3M | -59.9% | +24.9% | -84.7% | -66.7% |
| 6M | -68.3% | +68.8% | -137.1% | -80.7% |
| YTD | +38.8% | +6.7% | +32.1% | +19.6% |
| 1Y | +48.8% | +3.0% | +45.8% | +35.5% |
| 3Y | +196.5% | +48.6% | +147.9% | +90.8% |
| All | +196.5% | +50.0% | +146.5% | +90.8% |
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