+1,876.8%
SMH vs PCG
-76.0%
+1,952.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.3% | +4.3% | +0.5% |
| 7D | +4.3% | +6.5% | -2.1% | +3.7% |
| 30D | +0.9% | -16.7% | +17.6% | +2.3% |
| 3M | -2.8% | -14.2% | +11.3% | -1.9% |
| 6M | +45.6% | -21.5% | +67.1% | +48.2% |
| YTD | +59.5% | -11.2% | +70.7% | +60.3% |
| 1Y | +93.4% | -4.2% | +97.6% | +92.8% |
| 3Y | +287.1% | -14.9% | +302.0% | +288.3% |
| 5Y | +338.0% | +54.2% | +283.8% | +316.0% |
| 10Y | +1,876.8% | -75.3% | +1,952.1% | +1,855.0% |
| All | +1,876.8% | -76.0% | +1,952.8% | +1,855.0% |
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