+4,036.1%
SMH vs PBF
+317.1%
+3,719.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.3% | -2.1% | +0.8% |
| 7D | +5.2% | +2.4% | +2.9% | +4.9% |
| 30D | -1.5% | +24.9% | -26.4% | -4.6% |
| 3M | -4.1% | +81.9% | -85.9% | -12.2% |
| 6M | +50.8% | +79.4% | -28.6% | +36.5% |
| YTD | +59.3% | +188.3% | -129.0% | +33.9% |
| 1Y | +94.1% | +177.3% | -83.2% | +62.8% |
| 3Y | +286.7% | +56.0% | +230.7% | +240.4% |
| 5Y | +339.4% | +804.0% | -464.6% | +185.2% |
| 10Y | +1,803.3% | +334.1% | +1,469.2% | +1,089.4% |
| All | +4,036.1% | +317.1% | +3,719.1% | +2,361.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling