+20,174.1%
SOXL vs PPG
+355.9%
+19,818.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.4% | +4.8% | +4.4% |
| 7D | +3.9% | -6.2% | +10.1% | +16.8% |
| 30D | -14.3% | -7.9% | -6.4% | -0.5% |
| 3M | -45.6% | -10.2% | -35.4% | -35.1% |
| 6M | +117.2% | +2.7% | +114.5% | +104.4% |
| YTD | +189.8% | +4.9% | +185.0% | +154.3% |
| 1Y | +317.7% | -3.2% | +320.9% | +315.6% |
| 3Y | +478.6% | -17.0% | +495.6% | +779.5% |
| 5Y | +169.5% | -23.3% | +192.8% | +493.8% |
| 10Y | +5,222.1% | +26.4% | +5,195.6% | +5,283.6% |
| All | +20,174.1% | +355.9% | +19,818.2% | +1,729.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling