+2,550.6%
SOXX vs PBR
+1,970.0%
+580.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.1% |
| 7D | +1.4% | +5.4% | -4.0% | 0.0% |
| 30D | -3.6% | +22.9% | -26.4% | -8.6% |
| 3M | -10.2% | +19.6% | -29.8% | -14.6% |
| 6M | +54.2% | +16.5% | +37.8% | +46.6% |
| YTD | +75.2% | +86.7% | -11.4% | +47.3% |
| 1Y | +107.5% | +74.7% | +32.8% | +76.9% |
| 3Y | +226.8% | +102.6% | +124.2% | +164.0% |
| 5Y | +251.2% | +566.6% | -315.4% | +97.5% |
| 10Y | +1,567.6% | +686.1% | +881.6% | +668.7% |
| All | +2,550.6% | +1,970.0% | +580.6% | +500.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling