-100.0%
SOXS vs PFG
+108.9%
-208.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +0.8% | +7.3% | +9.5% |
| 7D | -9.4% | -3.0% | -6.4% | -14.6% |
| 30D | +6.2% | +2.5% | +3.7% | +9.9% |
| 3M | -28.0% | +6.1% | -34.1% | -24.2% |
| 6M | -99.2% | +31.3% | -130.5% | -98.3% |
| YTD | -99.5% | +33.6% | -133.0% | -98.9% |
| 1Y | -99.7% | +48.5% | -148.3% | -99.3% |
| 3Y | -100.0% | +69.6% | -169.6% | -99.9% |
| 5Y | -100.0% | +111.5% | -211.5% | -100.0% |
| All | -100.0% | +108.9% | -208.9% | -100.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling