+113.9%
SOXX vs PCG
-6.6%
+120.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.4% | +1.1% | +3.6% |
| 7D | +2.2% | -13.9% | +16.1% | +1.7% |
| 30D | -2.0% | -16.9% | +14.8% | -2.6% |
| 3M | -13.7% | -14.7% | +1.0% | -13.8% |
| 6M | +52.4% | -23.8% | +76.2% | +51.7% |
| YTD | +72.8% | -10.5% | +83.3% | +76.5% |
| 1Y | +113.9% | -5.1% | +119.0% | +122.1% |
| All | +113.9% | -6.6% | +120.5% | +122.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 PCG 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