+328.5%
SMH vs PCAR
+168.1%
+160.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.5% | +2.5% |
| 7D | +2.5% | -0.5% | +3.0% | +2.8% |
| 30D | -0.5% | -6.2% | +5.8% | +3.4% |
| 3M | -9.6% | +5.9% | -15.5% | -12.9% |
| 6M | +42.1% | +0.4% | +41.7% | +41.1% |
| YTD | +57.4% | +14.8% | +42.6% | +44.1% |
| 1Y | +96.2% | +30.1% | +66.1% | +65.8% |
| 3Y | +267.9% | +66.7% | +201.3% | +153.0% |
| All | +328.5% | +168.1% | +160.5% | +107.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling