-4.8%
SOXL vs PFE
-23.9%
+19.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | +0.2% | -11.2% | -11.1% |
| 7D | +26.9% | -1.7% | +28.6% | +27.8% |
| 30D | -47.2% | +0.3% | -47.6% | -47.4% |
| 3M | -59.9% | +9.4% | -69.2% | -61.9% |
| 6M | -68.3% | +14.9% | -83.2% | -71.1% |
| YTD | +38.8% | +23.8% | +15.1% | +20.5% |
| 1Y | +48.8% | +19.5% | +29.3% | +32.0% |
| 3Y | +196.5% | +21.0% | +175.5% | +147.3% |
| All | -4.8% | -23.9% | +19.0% | +19.3% |
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