-4.8%
SOXL vs PEP
+5.2%
-10.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | +2.2% | -13.2% | -10.5% |
| 7D | +26.9% | +2.9% | +24.0% | +27.7% |
| 30D | -47.2% | +12.5% | -59.7% | -45.9% |
| 3M | -59.9% | +4.5% | -64.4% | -58.9% |
| 6M | -68.3% | -0.5% | -67.8% | -67.4% |
| YTD | +38.8% | +4.4% | +34.4% | +38.2% |
| 1Y | +48.8% | +4.4% | +44.4% | +47.7% |
| 3Y | +196.5% | -3.4% | +199.9% | +169.0% |
| All | -4.8% | +5.2% | -10.1% | -22.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling