-100.0%
SOXS vs PTEN
+10.8%
-110.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.1% | -4.0% | -0.7% |
| 7D | -16.6% | -1.7% | -14.9% | -17.4% |
| 30D | -4.4% | +18.6% | -22.9% | +6.3% |
| 3M | -26.2% | +12.5% | -38.7% | -20.2% |
| 6M | -99.3% | +41.9% | -141.1% | -99.2% |
| YTD | -99.5% | +117.8% | -217.3% | -99.4% |
| 1Y | -99.8% | +145.3% | -245.1% | -99.7% |
| 3Y | -100.0% | -2.8% | -97.2% | -100.0% |
| 5Y | -100.0% | +93.4% | -193.4% | -100.0% |
| 10Y | -100.0% | -16.6% | -83.4% | -100.0% |
| All | -100.0% | +10.8% | -110.8% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PTEN.
Daily Out/Under-Performance
Portfolio return minus PTEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTEN 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 PTEN 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