-100.0%
SOXS vs PRU
+102.7%
-202.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.1% | -0.2% | -17.9% | -18.4% |
| 7D | -22.3% | -2.8% | -19.5% | -24.3% |
| 30D | +21.9% | +8.5% | +13.4% | +36.8% |
| 3M | +4.2% | +1.7% | +2.5% | +5.7% |
| 6M | -43.4% | +24.8% | -68.1% | -23.1% |
| YTD | -92.5% | +13.3% | -105.8% | -90.9% |
| 1Y | -93.5% | +21.4% | -114.8% | -91.1% |
| 3Y | -99.7% | +54.8% | -154.5% | -99.2% |
| 5Y | -99.9% | +42.4% | -142.3% | -99.8% |
| 10Y | -100.0% | +98.4% | -198.4% | -100.0% |
| All | -100.0% | +102.7% | -202.7% | -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