+227.4%
SOXX vs PR
+87.2%
+140.2%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.4% | +1.3% |
| 7D | +5.6% | -0.6% | +6.2% | +5.8% |
| 30D | -2.7% | +17.4% | -20.1% | -7.4% |
| 3M | -7.5% | +21.8% | -29.2% | -13.3% |
| 6M | +63.5% | +27.6% | +35.9% | +48.7% |
| YTD | +75.7% | +71.4% | +4.2% | +42.3% |
| 1Y | +113.3% | +78.3% | +35.0% | +69.0% |
| 3Y | +227.4% | +85.5% | +141.9% | +148.6% |
| All | +227.4% | +87.2% | +140.2% | +148.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling