+43.4%
SMH vs PCOR
+4.0%
+39.3%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +19.7% | -22.4% | -0.7% |
| 7D | -11.2% | +21.8% | -33.0% | -9.1% |
| 30D | -20.4% | +39.5% | -60.0% | -17.5% |
| 3M | -12.4% | +35.2% | -47.7% | -9.2% |
| 6M | -0.5% | +21.7% | -22.2% | +5.7% |
| YTD | +40.0% | +3.9% | +36.1% | +51.4% |
| 1Y | +43.4% | +6.9% | +36.4% | +55.4% |
| All | +43.4% | +4.0% | +39.3% | +55.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 1y: compounded portfolio wealth divided by compounded PCOR 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…
1y analysis · Full analysis span regression · 6 months rolling