+168.9%
SOXL vs PPL
+39.4%
+129.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | 0.0% | +9.9% | +9.9% |
| 7D | +5.3% | +2.7% | +2.7% | +3.6% |
| 30D | -11.2% | +0.5% | -11.7% | -11.4% |
| 3M | -55.4% | +0.7% | -56.0% | -56.6% |
| 6M | +107.1% | -7.6% | +114.7% | +112.9% |
| YTD | +179.0% | +1.8% | +177.2% | +164.3% |
| 1Y | +357.4% | -0.8% | +358.1% | +337.8% |
| 3Y | +397.5% | +56.9% | +340.6% | +138.3% |
| All | +168.9% | +39.4% | +129.5% | +53.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling