+1,209.8%
SOXX vs PPL
+67.2%
+1,142.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.3% | -5.0% | -4.1% |
| 7D | +9.4% | -0.4% | +9.7% | +9.4% |
| 30D | -13.8% | +2.6% | -16.4% | -14.7% |
| 3M | -18.6% | +0.8% | -19.4% | -19.1% |
| 6M | -15.1% | +1.4% | -16.5% | -16.2% |
| YTD | +49.0% | +4.3% | +44.7% | +45.0% |
| 1Y | +55.3% | +0.8% | +54.5% | +52.9% |
| 3Y | +179.0% | +57.9% | +121.1% | +123.7% |
| 5Y | +166.5% | +48.3% | +118.2% | +118.8% |
| All | +1,209.8% | +67.2% | +1,142.6% | +875.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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