+55.9%
SOXL vs PPG
+38.5%
+17.4%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +5.0% | -13.8% | -13.8% |
| 7D | -37.9% | +7.5% | -45.3% | -43.6% |
| 30D | -59.4% | +20.9% | -80.3% | -68.4% |
| 3M | -52.3% | +8.7% | -61.0% | -57.5% |
| 6M | -47.7% | +23.8% | -71.5% | -60.3% |
| YTD | +58.8% | +26.5% | +32.2% | +14.0% |
| 1Y | +55.9% | +37.6% | +18.3% | +6.2% |
| All | +55.9% | +38.5% | +17.4% | +6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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