+2,764.5%
SOXL vs PR
+152.6%
+2,612.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.5% | +1.9% | +10.6% | +11.9% |
| 7D | -40.3% | -16.4% | -23.9% | -36.5% |
| 30D | -71.1% | -1.9% | -69.2% | -70.7% |
| 3M | -65.2% | +8.0% | -73.2% | -66.0% |
| 6M | -72.3% | +4.1% | -76.4% | -72.8% |
| YTD | +9.4% | +58.7% | -49.3% | -6.4% |
| 1Y | +7.0% | +75.8% | -68.9% | -11.6% |
| 3Y | +156.4% | +73.2% | +83.2% | +124.3% |
| 5Y | -22.2% | +230.1% | -252.3% | -41.6% |
| 10Y | +1,682.4% | +67.4% | +1,615.0% | +1,653.3% |
| All | +2,764.5% | +152.6% | +2,612.0% | +2,804.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling