-100.0%
SOXS vs PNC
+576.4%
-676.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +1.0% | +7.1% | +9.7% |
| 7D | -9.4% | -0.9% | -8.5% | -10.9% |
| 30D | +6.2% | -4.4% | +10.6% | -1.4% |
| 3M | -28.0% | +5.3% | -33.3% | -22.6% |
| 6M | -99.2% | +19.6% | -118.8% | -98.7% |
| YTD | -99.5% | +19.1% | -118.6% | -99.2% |
| 1Y | -99.7% | +24.3% | -124.1% | -99.5% |
| 3Y | -100.0% | +132.2% | -232.2% | -99.9% |
| 5Y | -100.0% | +52.3% | -152.3% | -100.0% |
| 10Y | -100.0% | +274.8% | -374.8% | -100.0% |
| All | -100.0% | +576.4% | -676.4% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling