+94.1%
SMH vs PCAR
+26.5%
+67.6%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.8% | +2.9% | +2.1% |
| 7D | +5.2% | 0.0% | +5.2% | +5.2% |
| 30D | -1.5% | -7.7% | +6.2% | +2.7% |
| 3M | -4.1% | +3.7% | -7.8% | -6.3% |
| 6M | +50.8% | +2.3% | +48.5% | +47.0% |
| YTD | +59.3% | +12.8% | +46.5% | +51.3% |
| 1Y | +94.1% | +27.8% | +66.3% | +80.4% |
| All | +94.1% | +26.5% | +67.6% | +80.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling