-100.0%
SOXS vs PFGC
+105.5%
-205.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -1.3% | +9.4% | +6.4% |
| 7D | -9.4% | -4.8% | -4.6% | -15.0% |
| 30D | +6.2% | -17.2% | +23.4% | -17.4% |
| 3M | -28.0% | -6.3% | -21.7% | -35.2% |
| 6M | -99.2% | +8.8% | -108.0% | -99.0% |
| YTD | -99.5% | +4.9% | -104.4% | -99.4% |
| 1Y | -99.7% | -9.5% | -90.3% | -99.8% |
| 3Y | -100.0% | +59.6% | -159.6% | -99.9% |
| 5Y | -100.0% | +113.5% | -213.5% | -100.0% |
| All | -100.0% | +105.5% | -205.5% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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