+20,174.1%
SOXL vs PG
+273.8%
+19,900.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.6% | +3.6% | +3.3% |
| 7D | +3.9% | -0.8% | +4.7% | +4.8% |
| 30D | -14.3% | +0.8% | -15.1% | -15.9% |
| 3M | -45.6% | -1.3% | -44.3% | -48.2% |
| 6M | +117.2% | -3.8% | +121.0% | +107.4% |
| YTD | +189.8% | +3.6% | +186.2% | +143.9% |
| 1Y | +317.7% | -5.7% | +323.5% | +283.6% |
| 3Y | +478.6% | +1.6% | +477.0% | +291.3% |
| 5Y | +169.5% | +14.6% | +154.9% | +48.7% |
| 10Y | +5,222.1% | +121.2% | +5,100.9% | +935.1% |
| All | +20,174.1% | +273.8% | +19,900.4% | +1,042.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PG.
Daily Out/Under-Performance
Portfolio return minus PG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PG 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 PG 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