+4,921.3%
SOXL vs PNR
+66.2%
+4,855.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.3% | +5.5% | +5.7% |
| 7D | +3.9% | -6.0% | +9.9% | +15.3% |
| 30D | -14.3% | -14.0% | -0.3% | +9.6% |
| 3M | -45.6% | -21.7% | -23.9% | -25.0% |
| 6M | +117.2% | -37.3% | +154.5% | +354.5% |
| YTD | +189.8% | -45.1% | +235.0% | +657.7% |
| 1Y | +317.7% | -49.1% | +366.9% | +1,178.2% |
| 3Y | +478.6% | -14.8% | +493.5% | +706.6% |
| 5Y | +169.5% | -21.0% | +190.5% | +429.8% |
| All | +4,921.3% | +66.2% | +4,855.1% | +4,222.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 10y: compounded portfolio wealth divided by compounded PNR 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…
10y analysis · Full analysis span regression · 6 months rolling