+357.4%
SOXL vs PFGC
-5.1%
+362.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.5% | +10.4% | +10.0% |
| 7D | +5.3% | -2.2% | +7.5% | +5.7% |
| 30D | -11.2% | -11.9% | +0.7% | -9.5% |
| 3M | -55.4% | +5.0% | -60.4% | -59.8% |
| 6M | +107.1% | +8.6% | +98.5% | +78.6% |
| YTD | +179.0% | +9.7% | +169.4% | +156.0% |
| 1Y | +357.4% | -6.3% | +363.7% | +293.1% |
| All | +357.4% | -5.1% | +362.5% | +293.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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