+19,165.6%
SOXL vs PEG
+340.4%
+18,825.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -0.2% | -7.9% | -7.8% |
| 7D | +8.5% | -0.9% | +9.4% | +9.7% |
| 30D | -13.0% | -2.8% | -10.2% | -10.2% |
| 3M | -35.9% | -6.9% | -29.0% | -31.2% |
| 6M | +112.1% | -11.4% | +123.5% | +138.0% |
| YTD | +175.4% | -7.4% | +182.8% | +192.3% |
| 1Y | +304.9% | -8.3% | +313.1% | +330.7% |
| 3Y | +448.6% | +31.5% | +417.0% | +277.9% |
| 5Y | +156.1% | +38.0% | +118.1% | +67.9% |
| 10Y | +4,957.3% | +148.3% | +4,809.0% | +1,514.6% |
| All | +19,165.6% | +340.4% | +18,825.2% | +1,953.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling