+856.1%
SOXL vs PENG
+644.0%
+212.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | +2.0% |
| 7D | -23.3% | -16.1% | -7.3% | -2.9% |
| 30D | -59.9% | -41.5% | -18.4% | -26.0% |
| 3M | -56.8% | -19.1% | -37.7% | -42.5% |
| 6M | -68.3% | +0.9% | -69.2% | -62.2% |
| YTD | +33.5% | +128.2% | -94.8% | -24.2% |
| 1Y | +24.8% | +98.6% | -73.8% | -18.5% |
| 3Y | +177.0% | +188.2% | -11.2% | +49.5% |
| 5Y | -0.2% | +55.5% | -55.7% | -2.6% |
| All | +856.1% | +644.0% | +212.1% | +428.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling