+36.9%
SOXL vs PCOR
-10.3%
+47.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.5% | -0.4% | +12.8% | +12.8% |
| 7D | -40.3% | +22.7% | -63.1% | -52.4% |
| 30D | -71.1% | +37.5% | -108.5% | -79.3% |
| 3M | -65.2% | +35.2% | -100.4% | -76.2% |
| 6M | -72.3% | +42.2% | -114.5% | -83.9% |
| YTD | +9.4% | +3.6% | +5.9% | -23.3% |
| 1Y | +7.0% | -4.8% | +11.7% | -16.4% |
| 3Y | +156.4% | +48.3% | +108.0% | +33.4% |
| 5Y | -22.2% | -20.1% | -2.1% | -31.4% |
| All | +36.9% | -10.3% | +47.2% | +23.1% |
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