+2,575.4%
SOXX vs PEP
+488.5%
+2,086.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +1.3% |
| 7D | +6.1% | -1.7% | +7.8% | +7.0% |
| 30D | +0.5% | +0.3% | +0.2% | +0.1% |
| 3M | -5.3% | -3.2% | -2.1% | -5.1% |
| 6M | +58.3% | -13.6% | +71.9% | +67.0% |
| YTD | +76.8% | -1.9% | +78.7% | +73.6% |
| 1Y | +114.6% | -0.6% | +115.2% | +107.6% |
| 3Y | +229.6% | -13.6% | +243.2% | +232.8% |
| 5Y | +257.3% | +3.2% | +254.1% | +221.7% |
| 10Y | +1,583.2% | +79.1% | +1,504.2% | +994.4% |
| All | +2,575.4% | +488.5% | +2,086.9% | +933.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PEP.
Daily Out/Under-Performance
Portfolio return minus PEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEP 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 PEP 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