-99.7%
SOXS vs PCG
-19.3%
-80.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +19.7% |
| 6M | -37.7% | -19.6% | -18.1% | -40.8% |
| YTD | -91.6% | -16.7% | -74.9% | -91.9% |
| 1Y | -93.1% | -19.4% | -73.7% | -93.5% |
| 3Y | -99.7% | -18.3% | -81.4% | -99.7% |
| All | -99.7% | -19.3% | -80.4% | -99.7% |
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