+2,219.7%
SOXL vs PRU
+98.4%
+2,121.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.8% | -0.2% | +18.0% | +18.1% |
| 7D | -1.0% | -2.8% | +1.9% | +5.9% |
| 30D | -48.6% | +8.5% | -57.1% | -54.9% |
| 3M | -50.3% | +1.7% | -52.1% | -52.7% |
| 6M | -65.3% | +24.8% | -90.1% | -77.0% |
| YTD | +57.2% | +13.3% | +43.9% | +20.6% |
| 1Y | +58.0% | +21.4% | +36.7% | +9.3% |
| 3Y | +226.2% | +54.8% | +171.5% | +73.5% |
| 5Y | +10.5% | +42.4% | -31.9% | -20.8% |
| All | +2,219.7% | +98.4% | +2,121.3% | +1,459.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling