+4,921.3%
SOXL vs PFG
+251.1%
+4,670.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.1% | +4.2% | +3.7% |
| 7D | +3.9% | -0.4% | +4.3% | +4.3% |
| 30D | -14.3% | +2.9% | -17.2% | -19.0% |
| 3M | -45.6% | +6.7% | -52.3% | -53.8% |
| 6M | +117.2% | +33.8% | +83.4% | +31.3% |
| YTD | +189.8% | +35.0% | +154.9% | +71.5% |
| 1Y | +317.7% | +46.4% | +271.3% | +119.4% |
| 3Y | +478.6% | +71.7% | +407.0% | +169.7% |
| 5Y | +169.5% | +113.7% | +55.8% | +11.1% |
| All | +4,921.3% | +251.1% | +4,670.2% | +1,373.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling