+449.8%
SOXL vs PFG
+68.8%
+381.1%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +0.8% | -8.9% | -9.2% |
| 7D | +8.5% | -3.0% | +11.4% | +12.8% |
| 30D | -13.0% | +2.5% | -15.4% | -17.3% |
| 3M | -35.9% | +6.1% | -42.0% | -45.8% |
| 6M | +112.1% | +31.3% | +80.8% | +21.2% |
| YTD | +175.4% | +33.6% | +141.9% | +50.2% |
| 1Y | +304.9% | +48.5% | +256.3% | +80.7% |
| All | +449.8% | +68.8% | +381.1% | +110.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling