-99.6%
SOXS vs PCAR
+31.0%
-130.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.6% | -2.4% | -10.2% | -17.0% |
| 7D | +36.2% | +0.1% | +36.2% | +35.2% |
| 30D | +131.5% | -4.6% | +136.1% | +107.5% |
| 3M | +60.5% | -22.6% | +83.1% | -4.0% |
| 6M | -25.9% | -12.0% | -14.0% | -36.8% |
| YTD | -88.3% | -6.1% | -82.2% | -87.7% |
| 1Y | -89.6% | +6.3% | -95.9% | -86.2% |
| 3Y | -99.6% | +31.8% | -131.4% | -98.0% |
| All | -99.6% | +31.0% | -130.6% | -98.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling