-100.0%
SOXS vs PCG
-10.8%
-89.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +3.6% | -8.5% | -3.9% |
| 7D | -15.6% | +5.4% | -21.0% | -14.3% |
| 30D | +4.8% | -15.1% | +19.9% | +0.3% |
| 3M | -21.6% | -9.8% | -11.8% | -23.6% |
| 6M | -99.3% | -18.0% | -81.3% | -99.4% |
| YTD | -99.5% | -7.2% | -92.3% | -99.5% |
| 1Y | -99.8% | +2.9% | -102.6% | -99.8% |
| 3Y | -100.0% | -11.1% | -88.9% | -100.0% |
| All | -100.0% | -10.8% | -89.2% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling