+1,007.3%
SMH vs PCAR
+4,219.9%
-3,212.6%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.4% | +6.0% | +5.0% |
| 7D | -11.2% | +0.1% | -11.3% | -11.4% |
| 30D | -25.8% | -4.6% | -21.2% | -24.1% |
| 3M | -18.8% | -22.6% | +3.8% | -6.8% |
| 6M | -15.6% | -12.0% | -3.6% | -10.1% |
| YTD | +28.8% | -6.1% | +34.9% | +32.1% |
| 1Y | +32.6% | +6.3% | +26.2% | +26.4% |
| 3Y | +213.6% | +31.8% | +181.8% | +159.4% |
| 5Y | +222.4% | +104.2% | +118.3% | +106.5% |
| 10Y | +1,429.6% | +302.9% | +1,126.7% | +550.6% |
| All | +1,007.3% | +4,219.9% | -3,212.6% | -20.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling