-100.0%
SOXS vs PCAR
+622.0%
-722.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.1% | +2.4% | -20.6% | -13.6% |
| 7D | -22.3% | +2.2% | -24.5% | -16.9% |
| 30D | +21.9% | +0.3% | +21.5% | +23.3% |
| 3M | +4.2% | -17.9% | +22.1% | -28.5% |
| 6M | -43.4% | -3.4% | -40.0% | -41.6% |
| YTD | -92.5% | -0.1% | -92.4% | -91.0% |
| 1Y | -93.5% | +13.4% | -106.9% | -90.0% |
| 3Y | -99.7% | +37.2% | -136.9% | -99.1% |
| 5Y | -99.9% | +117.3% | -217.3% | -99.2% |
| 10Y | -100.0% | +295.0% | -395.0% | -100.0% |
| All | -100.0% | +622.0% | -722.0% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling