+9,236.0%
SOXL vs PPL
+179.5%
+9,056.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.3% |
| 7D | -23.3% | 0.0% | -23.4% | -23.9% |
| 30D | -59.9% | +4.3% | -64.2% | -62.5% |
| 3M | -56.8% | +2.9% | -59.8% | -59.3% |
| 6M | -68.3% | +1.1% | -69.4% | -70.5% |
| YTD | +33.5% | +4.5% | +29.0% | +17.3% |
| 1Y | +24.8% | +0.1% | +24.7% | +14.3% |
| 3Y | +177.0% | +55.7% | +121.3% | +33.1% |
| 5Y | -0.2% | +47.6% | -47.8% | -45.4% |
| 10Y | +2,054.9% | +66.8% | +1,988.1% | +930.9% |
| All | +9,236.0% | +179.5% | +9,056.5% | +1,787.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling