+20,848.2%
SOXL vs PFG
+684.8%
+20,163.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.9% | +3.0% | +3.4% |
| 7D | +18.4% | +3.2% | +15.1% | +11.3% |
| 30D | -3.2% | +0.9% | -4.1% | -6.0% |
| 3M | -37.6% | +7.7% | -45.3% | -48.4% |
| 6M | +136.1% | +29.0% | +107.1% | +48.4% |
| YTD | +199.5% | +32.5% | +167.0% | +79.4% |
| 1Y | +363.2% | +47.3% | +315.9% | +136.1% |
| 3Y | +496.5% | +68.2% | +428.2% | +178.8% |
| 5Y | +184.8% | +108.5% | +76.3% | +15.4% |
| 10Y | +5,399.0% | +241.4% | +5,157.6% | +1,058.5% |
| All | +20,848.2% | +684.8% | +20,163.4% | +1,662.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling