-25.4%
SOXL vs PENG
+42.1%
-67.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.5% | +12.4% | +0.1% | -2.2% |
| 7D | -40.3% | -19.4% | -20.9% | -19.0% |
| 30D | -71.1% | -42.4% | -28.7% | -40.4% |
| 3M | -65.2% | -25.6% | -39.6% | -48.3% |
| 6M | -72.3% | +7.3% | -79.5% | -71.6% |
| YTD | +9.4% | +113.9% | -104.4% | -50.6% |
| 1Y | +7.0% | +93.6% | -86.6% | -45.1% |
| 3Y | +156.4% | +170.2% | -13.8% | -6.8% |
| All | -25.4% | +42.1% | -67.5% | -43.1% |
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