+4,921.3%
SOXL vs PEG
+148.0%
+4,773.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.1% | +5.4% | +5.4% |
| 7D | +3.9% | -0.9% | +4.8% | +5.0% |
| 30D | -14.3% | -3.7% | -10.6% | -10.6% |
| 3M | -45.6% | -7.3% | -38.3% | -41.5% |
| 6M | +117.2% | -10.5% | +127.7% | +140.0% |
| YTD | +189.8% | -7.5% | +197.3% | +207.4% |
| 1Y | +317.7% | -8.7% | +326.5% | +346.2% |
| 3Y | +478.6% | +31.4% | +447.3% | +304.0% |
| 5Y | +169.5% | +37.8% | +131.7% | +79.2% |
| All | +4,921.3% | +148.0% | +4,773.3% | +2,065.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling