+449.8%
SOXL vs PEP
-13.9%
+463.7%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | 0.0% | -8.0% | -8.1% |
| 7D | +8.5% | -1.4% | +9.8% | +7.2% |
| 30D | -13.0% | -0.2% | -12.7% | -12.6% |
| 3M | -35.9% | -4.3% | -31.6% | -34.8% |
| 6M | +112.1% | -13.2% | +125.2% | +110.1% |
| YTD | +175.4% | -1.9% | +177.3% | +187.4% |
| 1Y | +304.9% | -0.3% | +305.2% | +325.6% |
| All | +449.8% | -13.9% | +463.7% | +451.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling