+328.5%
SMH vs PCG
+58.3%
+270.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.4% | +0.2% | +2.1% |
| 7D | +2.5% | -13.9% | +16.4% | +5.1% |
| 30D | -0.5% | -16.9% | +16.4% | +2.8% |
| 3M | -9.6% | -14.7% | +5.1% | -7.6% |
| 6M | +42.1% | -23.8% | +65.9% | +49.6% |
| YTD | +57.4% | -10.5% | +67.9% | +58.3% |
| 1Y | +96.2% | -5.1% | +101.3% | +93.2% |
| 3Y | +267.9% | -11.6% | +279.5% | +259.1% |
| All | +328.5% | +58.3% | +270.2% | +229.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling