+233.7%
SMH vs PBF
+419.4%
-185.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.5% | -3.4% | -3.0% |
| 7D | +4.9% | +6.5% | -1.5% | +4.2% |
| 30D | -13.8% | -20.0% | +6.2% | -11.9% |
| 3M | -17.4% | -3.3% | -14.0% | -17.4% |
| 6M | -15.0% | +76.8% | -91.8% | -20.7% |
| YTD | +35.2% | +168.9% | -133.8% | +16.8% |
| 1Y | +41.6% | +96.4% | -54.8% | +27.7% |
| 3Y | +215.6% | +77.2% | +138.4% | +171.4% |
| All | +233.7% | +419.4% | -185.8% | +147.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling