+357.4%
SOXL vs PFG
+51.4%
+306.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.5% | +11.4% | +10.4% |
| 7D | +5.3% | +5.5% | -0.2% | +3.1% |
| 30D | -11.2% | +2.4% | -13.6% | -12.1% |
| 3M | -55.4% | +13.6% | -68.9% | -60.8% |
| 6M | +107.1% | +27.9% | +79.3% | +56.0% |
| YTD | +179.0% | +35.6% | +143.5% | +97.4% |
| 1Y | +357.4% | +48.5% | +308.9% | +216.0% |
| All | +357.4% | +51.4% | +306.0% | +216.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 1y: compounded portfolio wealth divided by compounded PFG 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…
1y analysis · Full analysis span regression · 6 months rolling