+156.1%
SOXL vs PH
+243.6%
-87.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -1.6% | -6.4% | -4.4% |
| 7D | +8.5% | -3.1% | +11.6% | +16.6% |
| 30D | -13.0% | -11.8% | -1.2% | +15.3% |
| 3M | -35.9% | +6.9% | -42.8% | -43.6% |
| 6M | +112.1% | -1.3% | +113.3% | +125.0% |
| YTD | +175.4% | +7.0% | +168.5% | +147.7% |
| 1Y | +304.9% | +23.1% | +281.8% | +157.7% |
| 3Y | +448.6% | +135.4% | +313.2% | +3.5% |
| 5Y | +156.1% | +250.3% | -94.2% | -75.0% |
| All | +156.1% | +243.6% | -87.5% | -75.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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