+247.9%
SOXX vs PFG
+111.0%
+136.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.3% |
| 7D | +1.4% | -0.4% | +1.8% | +1.6% |
| 30D | -3.6% | +2.9% | -6.5% | -5.4% |
| 3M | -10.2% | +6.7% | -16.9% | -14.5% |
| 6M | +54.2% | +33.8% | +20.5% | +27.1% |
| YTD | +75.2% | +35.0% | +40.2% | +42.9% |
| 1Y | +107.5% | +46.4% | +61.1% | +60.2% |
| 3Y | +226.8% | +71.7% | +155.1% | +123.3% |
| All | +247.9% | +111.0% | +136.9% | +107.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 5y: compounded portfolio wealth divided by compounded PFG 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…
5y analysis · Full analysis span regression · 6 months rolling