+196.5%
SOXL vs PFE
+19.5%
+177.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | +0.2% | -11.2% | -11.0% |
| 7D | +26.9% | -1.7% | +28.6% | +27.3% |
| 30D | -47.2% | +0.3% | -47.6% | -47.3% |
| 3M | -59.9% | +9.4% | -69.2% | -61.0% |
| 6M | -68.3% | +14.9% | -83.2% | -69.9% |
| YTD | +38.8% | +23.8% | +15.1% | +27.1% |
| 1Y | +48.8% | +19.5% | +29.3% | +38.6% |
| 3Y | +196.5% | +21.0% | +175.5% | +155.8% |
| All | +196.5% | +19.5% | +177.0% | +155.8% |
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