+229.8%
SOXX vs PPL
+53.1%
+176.7%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +0.5% |
| 7D | +6.1% | 0.0% | +6.1% | +6.1% |
| 30D | +0.5% | -1.3% | +1.8% | +0.4% |
| 3M | -5.3% | -2.6% | -2.7% | -5.6% |
| 6M | +58.3% | -8.4% | +66.7% | +57.3% |
| YTD | +76.8% | +0.2% | +76.7% | +76.7% |
| 1Y | +114.6% | -0.2% | +114.8% | +114.5% |
| All | +229.8% | +53.1% | +176.7% | +233.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling