+196.5%
SOXL vs PPL
+55.5%
+141.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | +1.3% | -12.3% | -10.1% |
| 7D | +26.9% | -0.4% | +27.2% | +26.9% |
| 30D | -47.2% | +2.6% | -49.9% | -45.8% |
| 3M | -59.9% | +0.8% | -60.7% | -59.0% |
| 6M | -68.3% | +1.4% | -69.7% | -67.3% |
| YTD | +38.8% | +4.3% | +34.5% | +44.5% |
| 1Y | +48.8% | +0.8% | +48.0% | +53.9% |
| 3Y | +196.5% | +57.9% | +138.6% | +241.5% |
| All | +196.5% | +55.5% | +141.0% | +241.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 3y: compounded portfolio wealth divided by compounded PPL 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…
3y analysis · Full analysis span regression · 6 months rolling