-100.0%
SOXS vs PNR
+231.2%
-331.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -1.4% | +9.5% | +5.8% |
| 7D | -9.4% | -5.5% | -3.9% | -17.8% |
| 30D | +6.2% | -15.6% | +21.7% | -21.4% |
| 3M | -28.0% | -20.2% | -7.8% | -51.6% |
| 6M | -99.2% | -36.6% | -62.6% | -99.8% |
| YTD | -99.5% | -45.0% | -54.5% | -99.9% |
| 1Y | -99.7% | -47.4% | -52.3% | -100.0% |
| 3Y | -100.0% | -13.7% | -86.3% | -100.0% |
| 5Y | -100.0% | -20.8% | -79.2% | -100.0% |
| 10Y | -100.0% | +65.2% | -165.2% | -100.0% |
| All | -100.0% | +231.2% | -331.2% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling