+182.7%
SOXL vs PENG
+107.7%
+75.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.9% | +6.0% | +6.1% |
| 7D | +16.4% | +7.8% | +8.6% | +6.7% |
| 30D | -12.1% | -12.2% | +0.1% | +2.5% |
| 3M | -41.7% | -20.6% | -21.1% | -21.3% |
| 6M | +157.4% | +180.9% | -23.5% | -16.2% |
| YTD | +193.3% | +162.3% | +31.0% | +2.3% |
| 1Y | +355.3% | +107.3% | +248.1% | +105.8% |
| 3Y | +484.2% | +110.8% | +373.4% | +124.7% |
| 5Y | +182.7% | +117.8% | +64.8% | +70.5% |
| All | +182.7% | +107.7% | +75.0% | +70.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling