+51.2%
SOXL vs PRU
+21.1%
+30.1%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.8% | -0.2% | +18.0% | +17.8% |
| 7D | -1.0% | -2.8% | +1.9% | +0.2% |
| 30D | -48.6% | +8.5% | -57.1% | -48.9% |
| 3M | -50.3% | +1.7% | -52.1% | -49.3% |
| 6M | -65.3% | +24.8% | -90.1% | -71.1% |
| YTD | +57.2% | +13.3% | +43.9% | +36.1% |
| All | +51.2% | +21.1% | +30.1% | +25.5% |
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