+357.4%
SOXL vs PRU
+19.0%
+338.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.0% | +10.8% | +10.3% |
| 7D | +5.3% | +1.9% | +3.5% | +4.4% |
| 30D | -11.2% | +2.7% | -13.9% | -12.3% |
| 3M | -55.4% | +19.5% | -74.8% | -61.2% |
| 6M | +107.1% | +26.6% | +80.5% | +68.4% |
| YTD | +179.0% | +12.3% | +166.7% | +143.8% |
| 1Y | +357.4% | +18.0% | +339.3% | +282.7% |
| All | +357.4% | +19.0% | +338.4% | +282.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 1y: compounded portfolio wealth divided by compounded PRU 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…
1y analysis · Full analysis span regression · 6 months rolling