-100.0%
SOXS vs PNR
-14.5%
-85.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.3% | -5.3% | -6.0% |
| 7D | -4.7% | -6.0% | +1.3% | -13.5% |
| 30D | +7.7% | -14.0% | +21.7% | -15.0% |
| 3M | -10.2% | -21.7% | +11.5% | -39.6% |
| 6M | -99.2% | -37.3% | -61.9% | -99.8% |
| YTD | -99.5% | -45.1% | -54.4% | -99.9% |
| 1Y | -99.8% | -49.1% | -50.6% | -100.0% |
| 3Y | -100.0% | -14.8% | -85.1% | -100.0% |
| All | -100.0% | -14.5% | -85.5% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 3y: compounded portfolio wealth divided by compounded PNR 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…
3y analysis · Full analysis span regression · 6 months rolling