-91.6%
SOXS vs PGR
+21.4%
-113.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +2.5% | +6.3% | +3.1% |
| 7D | +46.7% | +4.1% | +42.6% | +35.4% |
| 30D | +97.0% | +10.4% | +86.5% | +59.8% |
| 3M | +39.5% | +11.4% | +28.1% | +12.8% |
| 6M | -54.9% | +17.9% | -72.8% | -65.1% |
| YTD | -90.4% | +9.8% | -100.2% | -91.8% |
| 1Y | -91.6% | +19.3% | -110.9% | -94.5% |
| All | -91.6% | +21.4% | -113.0% | -94.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR 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 PGR 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