+113.9%
SOXX vs PBR
+70.4%
+43.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.9% | +5.4% | +3.4% |
| 7D | +2.2% | +8.6% | -6.4% | +2.4% |
| 30D | -2.0% | +12.8% | -14.8% | -1.7% |
| 3M | -13.7% | +14.7% | -28.4% | -13.3% |
| 6M | +52.4% | +25.2% | +27.2% | +47.5% |
| YTD | +72.8% | +77.1% | -4.3% | +61.6% |
| 1Y | +113.9% | +69.6% | +44.3% | +97.4% |
| All | +113.9% | +70.4% | +43.5% | +97.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 1y: compounded portfolio wealth divided by compounded PBR 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…
1y analysis · Full analysis span regression · 6 months rolling