+357.4%
SOXL vs PEG
-7.0%
+364.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.1% | +10.0% | +9.9% |
| 7D | +5.3% | +0.7% | +4.6% | +5.2% |
| 30D | -11.2% | -2.4% | -8.8% | -10.6% |
| 3M | -55.4% | -4.8% | -50.6% | -56.2% |
| 6M | +107.1% | -10.7% | +117.8% | +112.9% |
| YTD | +179.0% | -6.7% | +185.7% | +175.6% |
| 1Y | +357.4% | -6.8% | +364.2% | +350.5% |
| All | +357.4% | -7.0% | +364.4% | +350.5% |
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