+1,475.7%
SMH vs PCAR
+288.5%
+1,187.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.3% | -3.3% | -3.2% |
| 7D | +4.9% | +4.9% | 0.0% | +2.0% |
| 30D | -13.8% | -1.4% | -12.4% | -13.3% |
| 3M | -17.4% | -18.1% | +0.8% | -7.2% |
| 6M | -15.0% | -4.0% | -11.0% | -13.6% |
| YTD | +35.2% | -1.5% | +36.6% | +34.8% |
| 1Y | +41.6% | +13.2% | +28.4% | +29.3% |
| 3Y | +215.6% | +35.8% | +179.8% | +148.8% |
| 5Y | +233.2% | +114.6% | +118.6% | +92.9% |
| All | +1,475.7% | +288.5% | +1,187.1% | +555.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 PCAR 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