+19,418.6%
SOXL vs PEP
+253.8%
+19,164.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.7% | +10.5% | +10.7% |
| 7D | +5.3% | -1.4% | +6.7% | +7.2% |
| 30D | -11.2% | +0.2% | -11.4% | -12.6% |
| 3M | -55.4% | -1.1% | -54.2% | -59.5% |
| 6M | +107.1% | -13.5% | +120.6% | +121.1% |
| YTD | +179.0% | -1.2% | +180.2% | +136.0% |
| 1Y | +357.4% | -1.6% | +358.9% | +267.3% |
| 3Y | +397.5% | -12.5% | +410.0% | +292.1% |
| 5Y | +155.9% | +3.0% | +152.9% | +51.0% |
| 10Y | +4,301.6% | +73.9% | +4,227.7% | +1,147.0% |
| All | +19,418.6% | +253.8% | +19,164.7% | +1,211.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling