+357.4%
SOXL vs PENG
+118.5%
+238.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +6.4% | +3.4% | +2.6% |
| 7D | +5.3% | +4.5% | +0.8% | +0.4% |
| 30D | -11.2% | -7.1% | -4.1% | -3.2% |
| 3M | -55.4% | -27.3% | -28.1% | -31.5% |
| 6M | +107.1% | +169.6% | -62.4% | -12.8% |
| YTD | +179.0% | +164.6% | +14.4% | +17.8% |
| 1Y | +357.4% | +109.5% | +247.9% | +98.2% |
| All | +357.4% | +118.5% | +238.9% | +98.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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