-100.0%
SOXS vs PCG
-76.0%
-24.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +2.2% | +8.9% | +11.7% |
| 7D | -28.4% | +2.2% | -30.6% | -28.0% |
| 30D | +19.4% | +0.8% | +18.7% | +19.9% |
| 3M | +28.2% | -23.8% | +52.0% | +19.6% |
| 6M | -37.7% | -19.6% | -18.1% | -41.1% |
| YTD | -91.6% | -16.7% | -74.9% | -92.0% |
| 1Y | -93.1% | -19.4% | -73.7% | -93.4% |
| 3Y | -99.7% | -18.3% | -81.4% | -99.7% |
| 5Y | -99.9% | +10.4% | -110.3% | -99.9% |
| All | -100.0% | -76.0% | -24.0% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling