+1,537.1%
SOXX vs PCG
-76.0%
+1,613.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +2.0% |
| 7D | +1.4% | -3.5% | +4.9% | +1.7% |
| 30D | -3.6% | -20.6% | +17.0% | -1.7% |
| 3M | -10.2% | -17.6% | +7.4% | -8.9% |
| 6M | +54.2% | -23.5% | +77.7% | +57.5% |
| YTD | +75.2% | -13.6% | +88.8% | +76.6% |
| 1Y | +107.5% | -11.3% | +118.8% | +108.4% |
| 3Y | +226.8% | -16.9% | +243.7% | +228.7% |
| 5Y | +251.2% | +50.8% | +200.4% | +234.2% |
| All | +1,537.1% | -76.0% | +1,613.1% | +1,520.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling