-100.0%
SOXS vs PEP
+2.5%
-102.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -1.7% |
| 7D | -16.6% | -1.7% | -14.9% | -16.3% |
| 30D | -4.4% | +0.3% | -4.7% | -4.2% |
| 3M | -26.2% | -3.2% | -23.0% | -26.4% |
| 6M | -99.3% | -13.6% | -85.7% | -99.4% |
| YTD | -99.5% | -1.9% | -97.7% | -99.6% |
| 1Y | -99.8% | -0.6% | -99.2% | -99.8% |
| 3Y | -100.0% | -13.6% | -86.4% | -100.0% |
| 5Y | -100.0% | +3.2% | -103.2% | -100.0% |
| All | -100.0% | +2.5% | -102.5% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PEP.
Daily Out/Under-Performance
Portfolio return minus PEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEP 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 5y: compounded portfolio wealth divided by compounded PEP 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…
5y analysis · Full analysis span regression · 6 months rolling