+44.9%
SMH vs PCAR
+12.2%
+32.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.4% | +2.4% | +3.6% |
| 7D | +0.5% | +2.2% | -1.7% | -0.5% |
| 30D | -14.2% | +0.3% | -14.6% | -14.5% |
| 3M | -11.5% | -17.9% | +6.4% | -1.5% |
| 6M | -12.0% | -3.4% | -8.6% | -11.3% |
| YTD | +40.8% | -0.1% | +40.9% | +41.1% |
| 1Y | +44.9% | +13.4% | +31.5% | +44.2% |
| All | +44.9% | +12.2% | +32.7% | +44.2% |
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