-100.0%
SOXS vs PCG
-75.3%
-24.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.3% | +2.3% | -3.1% |
| 7D | -16.6% | +6.5% | -23.0% | -14.9% |
| 30D | -4.4% | -16.7% | +12.4% | -8.7% |
| 3M | -26.2% | -14.2% | -12.1% | -29.1% |
| 6M | -99.3% | -21.5% | -77.8% | -99.3% |
| YTD | -99.5% | -11.2% | -88.3% | -99.6% |
| 1Y | -99.8% | -4.2% | -95.6% | -99.8% |
| 3Y | -100.0% | -14.9% | -85.1% | -100.0% |
| 5Y | -100.0% | +54.2% | -154.2% | -100.0% |
| All | -100.0% | -75.3% | -24.7% | -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