+316.5%
SMH vs PCOR
-9.2%
+325.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | -6.7% | +20.7% | -27.5% | -12.3% |
| 30D | -19.8% | +35.7% | -55.5% | -27.3% |
| 3M | -15.1% | +31.1% | -46.1% | -22.8% |
| 6M | -14.6% | +43.1% | -57.8% | -25.6% |
| YTD | +34.3% | +4.8% | +29.5% | +27.4% |
| 1Y | +35.2% | -3.7% | +38.9% | +32.5% |
| 3Y | +211.7% | +46.5% | +165.1% | +150.9% |
| 5Y | +240.5% | -17.3% | +257.8% | +193.3% |
| All | +316.5% | -9.2% | +325.7% | +261.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling