+1,898.8%
SOXL vs PENG
+762.7%
+1,136.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +6.4% | +3.4% | +3.7% |
| 7D | +5.3% | +4.5% | +0.8% | +1.2% |
| 30D | -11.2% | -7.1% | -4.1% | -4.1% |
| 3M | -55.4% | -27.3% | -28.1% | -33.5% |
| 6M | +107.1% | +169.6% | -62.4% | -6.8% |
| YTD | +179.0% | +164.6% | +14.4% | +27.0% |
| 1Y | +357.4% | +109.5% | +247.9% | +158.0% |
| 3Y | +397.5% | +98.9% | +298.5% | +188.0% |
| 5Y | +155.9% | +116.3% | +39.6% | +73.3% |
| All | +1,898.8% | +762.7% | +1,136.1% | +785.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling