-93.1%
SOXS vs PCAR
+11.3%
-104.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +0.3% | +10.8% | +11.6% |
| 7D | -28.4% | +4.9% | -33.4% | -20.4% |
| 30D | +19.4% | -1.4% | +20.9% | +17.2% |
| 3M | +28.2% | -18.1% | +46.3% | -14.1% |
| 6M | -37.7% | -4.0% | -33.7% | -35.3% |
| YTD | -91.6% | -1.5% | -90.2% | -90.7% |
| 1Y | -93.1% | +13.2% | -106.3% | -91.7% |
| All | -93.1% | +11.3% | -104.3% | -91.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 PCAR 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