-0.2%
SOXL vs PRU
+42.9%
-43.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.3% | -2.0% |
| 7D | -23.3% | +3.8% | -27.1% | -27.2% |
| 30D | -59.9% | +9.0% | -68.9% | -65.9% |
| 3M | -56.8% | +2.1% | -59.0% | -59.6% |
| 6M | -68.3% | +25.4% | -93.7% | -81.1% |
| YTD | +33.5% | +13.5% | +20.0% | -4.7% |
| 1Y | +24.8% | +21.3% | +3.4% | -21.9% |
| 3Y | +177.0% | +55.1% | +121.9% | +9.7% |
| 5Y | -0.2% | +43.6% | -43.8% | -39.2% |
| All | -0.2% | +42.9% | -43.1% | -39.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling