+4,921.3%
SOXL vs PEP
+78.2%
+4,843.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.2% | +5.5% | +5.5% |
| 7D | +3.9% | -1.0% | +4.8% | +4.9% |
| 30D | -14.3% | -0.7% | -13.6% | -14.7% |
| 3M | -45.6% | -4.1% | -41.5% | -47.4% |
| 6M | +117.2% | -13.1% | +130.3% | +128.9% |
| YTD | +189.8% | -2.1% | +192.0% | +154.2% |
| 1Y | +317.7% | -1.7% | +319.4% | +246.9% |
| 3Y | +478.6% | -15.1% | +493.7% | +400.0% |
| 5Y | +169.5% | +3.1% | +166.4% | +65.2% |
| All | +4,921.3% | +78.2% | +4,843.1% | +1,751.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PEP.
Daily Out/Under-Performance
Portfolio return minus PEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEP 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 PEP 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