-100.0%
SOXS vs PCOR
-30.9%
-69.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | -4.3% | -5.9% | -14.2% |
| 7D | -7.0% | -9.0% | +2.0% | -15.1% |
| 30D | +2.8% | +4.2% | -1.4% | +6.4% |
| 3M | -9.8% | +14.4% | -24.3% | -4.2% |
| 6M | -99.2% | +0.2% | -99.4% | -99.1% |
| YTD | -99.5% | -20.3% | -79.2% | -99.6% |
| 1Y | -99.8% | -16.1% | -83.6% | -99.8% |
| 3Y | -100.0% | -14.7% | -85.3% | -100.0% |
| 5Y | -100.0% | -43.2% | -56.8% | -100.0% |
| All | -100.0% | -30.9% | -69.1% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling