+1,524.2%
SMH vs PCG
-76.5%
+1,600.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.9% |
| 7D | +12.1% | -2.0% | +14.0% | +12.3% |
| 30D | -14.7% | -2.7% | -12.0% | -14.5% |
| 3M | -14.2% | -25.1% | +10.9% | -12.2% |
| 6M | -10.6% | -22.3% | +11.7% | -8.9% |
| YTD | +39.3% | -18.5% | +57.8% | +41.1% |
| 1Y | +41.6% | -21.8% | +63.4% | +43.9% |
| 3Y | +223.4% | -21.0% | +244.4% | +226.6% |
| 5Y | +243.5% | +8.1% | +235.4% | +236.0% |
| All | +1,524.2% | -76.5% | +1,600.7% | +1,476.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 10y: compounded portfolio wealth divided by compounded PCG 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…
10y analysis · Full analysis span regression · 6 months rolling