+1,948.9%
SOXL vs PRU
+99.2%
+1,849.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | +0.9% | -11.9% | -12.3% |
| 7D | +26.9% | +3.6% | +23.3% | +20.9% |
| 30D | -47.2% | +8.9% | -56.1% | -54.0% |
| 3M | -59.9% | +0.2% | -60.0% | -61.0% |
| 6M | -68.3% | +23.7% | -92.1% | -78.7% |
| YTD | +38.8% | +13.7% | +25.1% | +5.7% |
| 1Y | +48.8% | +20.6% | +28.2% | +3.7% |
| 3Y | +196.5% | +56.3% | +140.2% | +55.1% |
| 5Y | -5.0% | +42.3% | -47.4% | -32.1% |
| All | +1,948.9% | +99.2% | +1,849.6% | +1,266.3% |
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