+1,475.7%
SMH vs PBF
+260.7%
+1,215.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.5% | -3.4% | -3.0% |
| 7D | +4.9% | +6.5% | -1.5% | +4.1% |
| 30D | -13.8% | -20.0% | +6.2% | -11.4% |
| 3M | -17.4% | -3.3% | -14.0% | -17.5% |
| 6M | -15.0% | +76.8% | -91.8% | -22.2% |
| YTD | +35.2% | +168.9% | -133.8% | +14.2% |
| 1Y | +41.6% | +96.4% | -54.8% | +25.0% |
| 3Y | +215.6% | +77.2% | +138.4% | +172.0% |
| 5Y | +233.2% | +417.7% | -184.5% | +134.8% |
| All | +1,475.7% | +260.7% | +1,215.0% | +993.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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