-100.0%
SOXS vs PRU
+135.5%
-235.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -4.1% |
| 7D | -16.6% | -1.9% | -14.7% | -19.2% |
| 30D | -4.4% | -2.6% | -1.8% | -8.4% |
| 3M | -26.2% | +14.7% | -40.9% | -11.2% |
| 6M | -99.3% | +25.7% | -124.9% | -99.0% |
| YTD | -99.5% | +8.3% | -107.8% | -99.5% |
| 1Y | -99.8% | +17.3% | -117.1% | -99.7% |
| 3Y | -100.0% | +43.2% | -143.2% | -100.0% |
| 5Y | -100.0% | +43.5% | -143.5% | -100.0% |
| 10Y | -100.0% | +134.6% | -234.6% | -100.0% |
| All | -100.0% | +135.5% | -235.5% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 10y: compounded portfolio wealth divided by compounded PRU 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…
10y analysis · Full analysis span regression · 6 months rolling