+107.5%
SOXX vs PG
-5.2%
+112.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.3% | +2.9% |
| 7D | +1.4% | -0.8% | +2.2% | +0.9% |
| 30D | -3.6% | +0.8% | -4.4% | -3.0% |
| 3M | -10.2% | -1.3% | -8.8% | -10.2% |
| 6M | +54.2% | -3.8% | +58.1% | +51.7% |
| YTD | +75.2% | +3.6% | +71.6% | +86.8% |
| 1Y | +107.5% | -5.7% | +113.2% | +101.8% |
| All | +107.5% | -5.2% | +112.7% | +101.8% |
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