+249.0%
SOXL vs PCOR
-30.9%
+279.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -4.3% | +14.1% | +13.8% |
| 7D | +5.3% | -9.0% | +14.3% | +14.3% |
| 30D | -11.2% | +4.2% | -15.4% | -16.5% |
| 3M | -55.4% | +14.4% | -69.8% | -64.6% |
| 6M | +107.1% | +0.2% | +107.0% | +65.6% |
| YTD | +179.0% | -20.3% | +199.3% | +168.7% |
| 1Y | +357.4% | -16.1% | +373.5% | +309.7% |
| 3Y | +397.5% | -14.7% | +412.2% | +373.9% |
| 5Y | +155.9% | -43.2% | +199.0% | +215.6% |
| All | +249.0% | -30.9% | +279.9% | +330.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling