-100.0%
SOXS vs PFG
+691.8%
-791.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.4% | -3.5% | -7.0% |
| 7D | -15.6% | +6.0% | -21.6% | -8.3% |
| 30D | +4.8% | +2.2% | +2.5% | +7.7% |
| 3M | -21.6% | +10.4% | -32.0% | -12.8% |
| 6M | -99.3% | +27.8% | -127.1% | -98.8% |
| YTD | -99.5% | +33.6% | -133.2% | -99.1% |
| 1Y | -99.8% | +49.3% | -149.1% | -99.5% |
| 3Y | -100.0% | +69.7% | -169.7% | -99.9% |
| 5Y | -100.0% | +111.3% | -211.3% | -100.0% |
| 10Y | -100.0% | +240.3% | -340.3% | -100.0% |
| All | -100.0% | +691.8% | -791.8% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling