+355.3%
SOXL vs PENG
+106.3%
+249.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.9% | +6.0% | +6.1% |
| 7D | +16.4% | +7.8% | +8.6% | +7.1% |
| 30D | -12.1% | -12.2% | +0.1% | +2.0% |
| 3M | -41.7% | -20.6% | -21.1% | -21.6% |
| 6M | +157.4% | +180.9% | -23.5% | +3.9% |
| YTD | +193.3% | +162.3% | +31.0% | +24.9% |
| 1Y | +355.3% | +107.3% | +248.1% | +98.4% |
| All | +355.3% | +106.3% | +249.1% | +98.4% |
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