-31.1%
SOXS vs PENG
-1.2%
-29.9%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -22.3% | +9.3% | -31.5% | -10.9% |
| 7D | -5.1% | -3.8% | -1.3% | +5.9% |
| 30D | +60.4% | -40.1% | +100.5% | +15.5% |
| 3M | +32.7% | -21.8% | +54.5% | +44.5% |
| All | -31.1% | -1.2% | -29.9% | +102.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 6mo: compounded portfolio wealth divided by compounded PENG 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…
6mo analysis · Full analysis span regression · 6 months rolling