+484.2%
SOXL vs PRU
+46.6%
+437.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.2% | +7.3% | +8.3% |
| 7D | +16.4% | +1.9% | +14.5% | +12.4% |
| 30D | -12.1% | -0.4% | -11.7% | -12.3% |
| 3M | -41.7% | +16.4% | -58.1% | -56.8% |
| 6M | +157.4% | +26.0% | +131.4% | +62.9% |
| YTD | +193.3% | +9.9% | +183.4% | +135.3% |
| 1Y | +355.3% | +18.8% | +336.6% | +213.4% |
| 3Y | +484.2% | +45.4% | +438.8% | +216.5% |
| All | +484.2% | +46.6% | +437.5% | +216.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling