-12.7%
SOXL vs PGR
+18.4%
-31.1%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -38.7% | -0.7% | -38.0% | -40.2% |
| 7D | -60.1% | +1.3% | -61.4% | -58.8% |
| 30D | -75.1% | +10.0% | -85.1% | -68.7% |
| 3M | -69.0% | +9.6% | -78.6% | -60.0% |
| 6M | -71.6% | +18.0% | -89.6% | -50.1% |
| YTD | -2.7% | +9.0% | -11.7% | +61.3% |
| 1Y | -12.7% | +18.8% | -31.5% | +83.2% |
| All | -12.7% | +18.4% | -31.1% | +83.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR 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 PGR 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