+247.9%
SOXX vs PG
+14.0%
+233.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.3% | +1.8% |
| 7D | +1.4% | -0.8% | +2.2% | +1.4% |
| 30D | -3.6% | +0.8% | -4.4% | -3.6% |
| 3M | -10.2% | -1.3% | -8.8% | -10.2% |
| 6M | +54.2% | -3.8% | +58.1% | +54.6% |
| YTD | +75.2% | +3.6% | +71.6% | +73.7% |
| 1Y | +107.5% | -5.7% | +113.2% | +109.1% |
| 3Y | +226.8% | +1.6% | +225.2% | +212.4% |
| All | +247.9% | +14.0% | +233.9% | +211.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling