-91.6%
SOXS vs PFG
+46.8%
-138.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +4.1% | +4.6% | +9.0% |
| 7D | +46.7% | +4.9% | +41.8% | +47.0% |
| 30D | +97.0% | +5.7% | +91.3% | +97.3% |
| 3M | +39.5% | +2.6% | +37.0% | +39.7% |
| 6M | -54.9% | +19.8% | -74.7% | -47.8% |
| YTD | -90.4% | +36.3% | -126.7% | -85.8% |
| 1Y | -91.6% | +47.9% | -139.5% | -86.6% |
| All | -91.6% | +46.8% | -138.5% | -86.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 1y: compounded portfolio wealth divided by compounded PFG 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…
1y analysis · Full analysis span regression · 6 months rolling