-100.0%
SOXS vs PRU
+45.9%
-145.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.2% | -2.7% | -8.6% |
| 7D | -15.6% | +1.9% | -17.5% | -13.1% |
| 30D | +4.8% | -0.4% | +5.2% | +3.4% |
| 3M | -21.6% | +16.4% | -38.1% | +0.3% |
| 6M | -99.3% | +26.0% | -125.4% | -99.0% |
| YTD | -99.5% | +9.9% | -109.4% | -99.4% |
| 1Y | -99.8% | +18.8% | -118.5% | -99.7% |
| 3Y | -100.0% | +45.3% | -145.3% | -99.9% |
| All | -100.0% | +45.9% | -145.9% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling