+324.2%
SMH vs PBF
+785.3%
-461.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.7% | -3.2% | -2.5% |
| 7D | +1.4% | +2.3% | -0.9% | +1.1% |
| 30D | -2.2% | +11.6% | -13.8% | -3.4% |
| 3M | -1.9% | +81.7% | -83.6% | -8.3% |
| 6M | +41.0% | +96.4% | -55.4% | +29.1% |
| YTD | +55.6% | +189.5% | -133.9% | +34.1% |
| 1Y | +86.8% | +180.7% | -93.9% | +60.5% |
| 3Y | +277.7% | +56.6% | +221.0% | +231.4% |
| 5Y | +324.2% | +802.0% | -477.8% | +199.6% |
| All | +324.2% | +785.3% | -461.2% | +199.6% |
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