+1,817.6%
SMH vs PBF
+374.8%
+1,442.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | -0.1% | +1.3% |
| 7D | +0.3% | +5.3% | -5.1% | -0.4% |
| 30D | -2.8% | +11.7% | -14.5% | -4.3% |
| 3M | -6.7% | +91.1% | -97.8% | -14.9% |
| 6M | +41.8% | +88.4% | -46.7% | +28.1% |
| YTD | +57.9% | +194.1% | -136.2% | +32.7% |
| 1Y | +87.6% | +180.4% | -92.8% | +57.7% |
| 3Y | +282.9% | +59.3% | +223.6% | +236.5% |
| 5Y | +330.4% | +816.3% | -485.9% | +180.5% |
| All | +1,817.6% | +374.8% | +1,442.8% | +1,218.8% |
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