+286.8%
SMH vs PBF
+55.5%
+231.3%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.1% |
| 7D | +4.3% | +1.4% | +3.0% | +4.2% |
| 30D | +0.9% | +15.8% | -15.0% | -0.7% |
| 3M | -2.8% | +90.3% | -93.1% | -9.2% |
| 6M | +45.6% | +102.8% | -57.2% | +32.8% |
| YTD | +59.5% | +187.3% | -127.9% | +35.6% |
| 1Y | +93.4% | +161.8% | -68.4% | +65.4% |
| All | +286.8% | +55.5% | +231.3% | +212.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling