+1,109.9%
SMH vs PCG
-13.6%
+1,123.5%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.0% | +5.8% | +5.0% |
| 7D | +0.5% | -2.2% | +2.8% | +0.9% |
| 30D | -14.2% | -0.5% | -13.8% | -14.2% |
| 3M | -11.5% | -24.0% | +12.5% | -8.5% |
| 6M | -12.0% | -18.6% | +6.6% | -10.2% |
| YTD | +40.8% | -17.7% | +58.4% | +43.3% |
| 1Y | +44.9% | -20.0% | +64.9% | +47.9% |
| 3Y | +226.7% | -20.2% | +247.0% | +231.1% |
| 5Y | +250.6% | +8.4% | +242.2% | +238.3% |
| 10Y | +1,523.4% | -76.4% | +1,599.8% | +1,587.5% |
| All | +1,109.9% | -13.6% | +1,123.5% | +704.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling