+1,507.2%
SOXX vs PR
+87.0%
+1,420.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.3% | -3.1% | -2.8% |
| 7D | +3.0% | -0.2% | +3.2% | +3.0% |
| 30D | -3.1% | +10.4% | -13.6% | -4.1% |
| 3M | -4.4% | +21.1% | -25.5% | -6.3% |
| 6M | +52.9% | +28.8% | +24.1% | +48.6% |
| YTD | +72.0% | +71.8% | +0.2% | +62.4% |
| 1Y | +105.1% | +73.3% | +31.8% | +93.2% |
| 3Y | +220.6% | +85.9% | +134.7% | +198.6% |
| 5Y | +244.8% | +421.8% | -177.0% | +193.6% |
| All | +1,507.2% | +87.0% | +1,420.2% | +1,429.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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