+52.5%
SOXX vs PG
+15.9%
+36.7%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +3.2% | -6.4% | -0.8% |
| 7D | -13.7% | +5.7% | -19.4% | -10.0% |
| 30D | -23.6% | +15.4% | -39.0% | -15.5% |
| 3M | -16.9% | +13.8% | -30.7% | -8.6% |
| 6M | -2.4% | +18.3% | -20.7% | +10.0% |
| YTD | +49.8% | +20.1% | +29.7% | +78.3% |
| 1Y | +52.5% | +17.0% | +35.5% | +77.3% |
| All | +52.5% | +15.9% | +36.7% | +77.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PG.
Daily Out/Under-Performance
Portfolio return minus PG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PG 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 PG 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