+162.3%
SOXL vs PGR
+159.7%
+2.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.7% | +4.6% | +5.3% |
| 7D | +3.9% | -0.6% | +4.5% | +3.8% |
| 30D | -14.3% | +4.9% | -19.3% | -13.7% |
| 3M | -45.6% | +7.6% | -53.3% | -45.8% |
| 6M | +117.2% | +8.3% | +108.9% | +114.7% |
| YTD | +189.8% | +1.7% | +188.1% | +189.8% |
| 1Y | +317.7% | -6.8% | +324.6% | +328.3% |
| 3Y | +478.6% | +73.4% | +405.2% | +293.8% |
| All | +162.3% | +159.7% | +2.6% | +19.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling