-100.0%
SOXS vs PCG
-75.6%
-24.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -1.1% | +9.2% | +7.8% |
| 7D | -9.4% | +0.5% | -9.9% | -9.1% |
| 30D | +6.2% | -18.9% | +25.1% | +0.6% |
| 3M | -28.0% | -15.8% | -12.2% | -31.2% |
| 6M | -99.2% | -22.6% | -76.6% | -99.3% |
| YTD | -99.5% | -12.2% | -87.3% | -99.5% |
| 1Y | -99.7% | -7.1% | -92.7% | -99.8% |
| 3Y | -100.0% | -15.8% | -84.1% | -100.0% |
| 5Y | -100.0% | +53.3% | -153.3% | -100.0% |
| All | -100.0% | -75.6% | -24.4% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded PCG 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling