+304.9%
SOXL vs PRU
+18.5%
+286.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +0.8% | -8.8% | -8.3% |
| 7D | +8.5% | -3.8% | +12.3% | +10.0% |
| 30D | -13.0% | -2.0% | -10.9% | -12.4% |
| 3M | -35.9% | +14.0% | -49.9% | -42.5% |
| 6M | +112.1% | +27.2% | +84.8% | +66.6% |
| YTD | +175.4% | +9.1% | +166.3% | +142.6% |
| 1Y | +304.9% | +18.1% | +286.8% | +231.4% |
| All | +304.9% | +18.5% | +286.4% | +231.4% |
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