+2,202.2%
SOXL vs PR
+83.7%
+2,118.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.0% | -2.8% | -1.4% |
| 7D | +60.3% | +6.7% | +53.6% | +57.5% |
| 30D | -48.6% | -6.1% | -42.5% | -47.2% |
| 3M | -53.9% | +6.9% | -60.7% | -54.7% |
| 6M | -62.0% | +14.6% | -76.6% | -63.8% |
| YTD | +56.0% | +66.1% | -10.1% | +31.4% |
| 1Y | +50.0% | +77.0% | -27.0% | +23.8% |
| 3Y | +223.8% | +93.8% | +129.9% | +174.4% |
| 5Y | +6.7% | +268.2% | -261.6% | -22.3% |
| All | +2,202.2% | +83.7% | +2,118.4% | +2,341.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 10y: compounded portfolio wealth divided by compounded PR 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…
10y analysis · Full analysis span regression · 6 months rolling