+184.8%
SOXL vs PFE
-22.1%
+206.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | +18.4% | -4.3% | +22.6% | +20.6% |
| 30D | -3.2% | +2.7% | -5.9% | -4.9% |
| 3M | -37.6% | +10.0% | -47.6% | -41.3% |
| 6M | +136.1% | +7.2% | +128.9% | +124.2% |
| YTD | +199.5% | +17.3% | +182.2% | +169.2% |
| 1Y | +363.2% | +20.3% | +342.9% | +308.2% |
| 3Y | +496.5% | -1.6% | +498.1% | +472.7% |
| 5Y | +184.8% | -21.4% | +206.2% | +220.4% |
| All | +184.8% | -22.1% | +206.9% | +220.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling