-91.6%
SOXS vs PNC
+32.8%
-124.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.8% | +7.0% | +10.0% |
| 7D | +46.7% | +2.3% | +44.4% | +48.7% |
| 30D | +97.0% | +7.0% | +90.0% | +106.0% |
| 3M | +39.5% | -7.3% | +46.8% | +29.7% |
| 6M | -54.9% | +8.9% | -63.8% | -50.3% |
| YTD | -90.4% | +15.5% | -105.9% | -86.6% |
| 1Y | -91.6% | +31.8% | -123.4% | -84.4% |
| All | -91.6% | +32.8% | -124.4% | -84.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 PNC 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