+1,537.1%
SOXX vs PG
+121.7%
+1,415.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.3% | +1.3% |
| 7D | +1.4% | -0.8% | +2.2% | +1.6% |
| 30D | -3.6% | +0.8% | -4.4% | -3.9% |
| 3M | -10.2% | -1.3% | -8.8% | -10.4% |
| 6M | +54.2% | -3.8% | +58.1% | +54.9% |
| YTD | +75.2% | +3.6% | +71.6% | +70.1% |
| 1Y | +107.5% | -5.7% | +113.2% | +108.7% |
| 3Y | +226.8% | +1.6% | +225.2% | +206.5% |
| 5Y | +251.2% | +14.6% | +236.6% | +202.8% |
| All | +1,537.1% | +121.7% | +1,415.4% | +936.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling