+9,612.4%
SOXL vs PFE
+260.9%
+9,351.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | +0.2% | -11.2% | -11.2% |
| 7D | +26.9% | -1.7% | +28.6% | +29.2% |
| 30D | -47.2% | +0.3% | -47.6% | -48.0% |
| 3M | -59.9% | +9.4% | -69.2% | -65.0% |
| 6M | -68.3% | +14.9% | -83.2% | -75.1% |
| YTD | +38.8% | +23.8% | +15.1% | -1.8% |
| 1Y | +48.8% | +19.5% | +29.3% | +9.8% |
| 3Y | +196.5% | +21.0% | +175.5% | +90.5% |
| 5Y | -5.0% | -23.9% | +18.8% | +5.9% |
| 10Y | +1,914.5% | +47.8% | +1,866.7% | +632.5% |
| All | +9,612.4% | +260.9% | +9,351.5% | +471.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling