+19,418.6%
SOXL vs PRU
+321.8%
+19,096.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.0% | +10.8% | +11.3% |
| 7D | +5.3% | +1.9% | +3.5% | +2.0% |
| 30D | -11.2% | +2.7% | -13.9% | -15.3% |
| 3M | -55.4% | +19.5% | -74.8% | -68.0% |
| 6M | +107.1% | +26.6% | +80.5% | +35.6% |
| YTD | +179.0% | +12.3% | +166.7% | +119.3% |
| 1Y | +357.4% | +18.0% | +339.3% | +229.2% |
| 3Y | +397.5% | +47.0% | +350.4% | +186.1% |
| 5Y | +155.9% | +48.4% | +107.5% | +73.4% |
| 10Y | +4,301.6% | +142.4% | +4,159.1% | +1,453.7% |
| All | +19,418.6% | +321.8% | +19,096.7% | +3,801.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling