+5,088.2%
SOXL vs PRU
+136.9%
+4,951.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.5% | +3.6% | +4.3% |
| 7D | +18.4% | -1.9% | +20.2% | +20.9% |
| 30D | -3.2% | -2.6% | -0.6% | -0.3% |
| 3M | -37.6% | +14.7% | -52.3% | -51.6% |
| 6M | +136.1% | +25.7% | +110.4% | +57.7% |
| YTD | +199.5% | +8.3% | +191.2% | +150.0% |
| 1Y | +363.2% | +17.3% | +345.9% | +240.1% |
| 3Y | +496.5% | +43.2% | +453.3% | +265.0% |
| 5Y | +184.8% | +43.5% | +141.3% | +107.6% |
| All | +5,088.2% | +136.9% | +4,951.3% | +2,948.6% |
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