+317.7%
SOXL vs PFG
+49.5%
+268.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.1% | +4.2% | +4.9% |
| 7D | +3.9% | -0.4% | +4.3% | +4.0% |
| 30D | -14.3% | +2.9% | -17.2% | -15.4% |
| 3M | -45.6% | +6.7% | -52.3% | -48.3% |
| 6M | +117.2% | +33.8% | +83.4% | +54.0% |
| YTD | +189.8% | +35.0% | +154.9% | +102.2% |
| 1Y | +317.7% | +46.4% | +271.3% | +187.6% |
| All | +317.7% | +49.5% | +268.3% | +187.6% |
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