-100.0%
SOXS vs PCOR
-33.1%
-66.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.2% | -1.7% | -7.8% |
| 7D | -15.6% | -6.9% | -8.7% | -21.6% |
| 30D | +4.8% | -1.5% | +6.3% | +2.5% |
| 3M | -21.6% | +18.5% | -40.1% | -13.9% |
| 6M | -99.3% | -4.7% | -94.7% | -99.3% |
| YTD | -99.5% | -22.8% | -76.8% | -99.6% |
| 1Y | -99.8% | -20.7% | -79.0% | -99.8% |
| 3Y | -100.0% | -14.6% | -85.4% | -100.0% |
| 5Y | -100.0% | -40.7% | -59.3% | -100.0% |
| All | -100.0% | -33.1% | -66.9% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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