+497.9%
SOXL vs PFE
-1.6%
+499.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | +18.4% | -4.3% | +22.6% | +19.8% |
| 30D | -3.2% | +2.7% | -5.9% | -4.4% |
| 3M | -37.6% | +10.0% | -47.6% | -40.0% |
| 6M | +136.1% | +7.2% | +128.9% | +128.9% |
| YTD | +199.5% | +17.3% | +182.2% | +176.9% |
| 1Y | +363.2% | +20.3% | +342.9% | +320.8% |
| All | +497.9% | -1.6% | +499.5% | +479.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PFE.
Daily Out/Under-Performance
Portfolio return minus PFE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFE 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 PFE 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