+220.8%
SOXX vs PCG
-16.3%
+237.1%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.1% | -1.6% | -2.6% |
| 7D | +3.0% | +0.5% | +2.5% | +3.0% |
| 30D | -3.1% | -18.9% | +15.8% | -1.4% |
| 3M | -4.4% | -15.8% | +11.4% | -3.2% |
| 6M | +52.9% | -22.6% | +75.4% | +56.7% |
| YTD | +72.0% | -12.2% | +84.2% | +72.7% |
| 1Y | +105.1% | -7.1% | +112.2% | +103.4% |
| All | +220.8% | -16.3% | +237.1% | +214.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling