+1,524.2%
SMH vs PCAR
+287.3%
+1,236.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.6% | 0.0% |
| 7D | +12.1% | +2.1% | +10.0% | +10.7% |
| 30D | -14.7% | -1.2% | -13.5% | -14.3% |
| 3M | -14.2% | -18.6% | +4.4% | -3.4% |
| 6M | -10.6% | -5.1% | -5.5% | -8.5% |
| YTD | +39.3% | -1.8% | +41.1% | +39.2% |
| 1Y | +41.6% | +10.6% | +30.9% | +31.1% |
| 3Y | +223.4% | +34.9% | +188.4% | +155.9% |
| 5Y | +243.5% | +114.0% | +129.5% | +99.3% |
| All | +1,524.2% | +287.3% | +1,236.8% | +576.4% |
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