-100.0%
SOXS vs PENG
+762.7%
-862.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | +6.4% | -16.6% | -3.8% |
| 7D | -7.0% | +4.5% | -11.5% | -2.0% |
| 30D | +2.8% | -7.1% | +9.9% | -0.3% |
| 3M | -9.8% | -27.3% | +17.4% | +1.9% |
| 6M | -99.2% | +169.6% | -268.8% | -94.0% |
| YTD | -99.5% | +164.6% | -264.1% | -96.2% |
| 1Y | -99.8% | +109.5% | -209.2% | -98.5% |
| 3Y | -100.0% | +98.9% | -198.9% | -99.7% |
| 5Y | -100.0% | +116.3% | -216.2% | -99.9% |
| All | -100.0% | +762.7% | -862.7% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling