+55.9%
SOXL vs PEG
-6.2%
+62.1%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +0.6% | -9.4% | -8.7% |
| 7D | -37.9% | +1.0% | -38.9% | -37.9% |
| 30D | -59.4% | +6.6% | -66.0% | -59.5% |
| 3M | -52.3% | -3.1% | -49.2% | -52.0% |
| 6M | -47.7% | -7.4% | -40.3% | -47.9% |
| YTD | +58.8% | -6.4% | +65.2% | +54.5% |
| 1Y | +55.9% | -7.4% | +63.3% | +51.1% |
| All | +55.9% | -6.2% | +62.1% | +51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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