-15.6%
SMH vs PCAR
-11.2%
-4.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.4% | +6.0% | +4.5% |
| 7D | -11.2% | +0.1% | -11.3% | -11.2% |
| 30D | -25.8% | -4.6% | -21.2% | -24.5% |
| 3M | -18.8% | -22.6% | +3.8% | -6.4% |
| 6M | -15.6% | -12.0% | -3.6% | -12.7% |
| All | -15.6% | -11.2% | -4.4% | -12.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling