-100.0%
SOXS vs PCAR
+168.7%
-268.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.8% | -3.1% | -8.5% |
| 7D | -15.6% | 0.0% | -15.6% | -15.7% |
| 30D | +4.8% | -7.7% | +12.5% | -10.8% |
| 3M | -21.6% | +3.7% | -25.3% | -8.6% |
| 6M | -99.3% | +2.3% | -101.6% | -98.5% |
| YTD | -99.5% | +12.8% | -112.3% | -98.6% |
| 1Y | -99.8% | +27.8% | -127.5% | -99.2% |
| 3Y | -100.0% | +61.8% | -161.8% | -99.8% |
| 5Y | -100.0% | +168.2% | -268.2% | -99.9% |
| All | -100.0% | +168.7% | -268.7% | -99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling