+319.7%
SMH vs PCOR
-9.0%
+328.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.5% | +3.6% | +4.6% |
| 7D | -4.1% | +22.2% | -26.3% | -10.1% |
| 30D | -19.2% | +36.0% | -55.2% | -26.8% |
| 3M | -16.4% | +34.0% | -50.4% | -24.5% |
| 6M | -14.0% | +43.5% | -57.5% | -25.1% |
| YTD | +35.3% | +5.1% | +30.2% | +28.3% |
| 1Y | +40.4% | -3.9% | +44.4% | +37.8% |
| 3Y | +226.8% | +52.9% | +173.9% | +159.1% |
| 5Y | +232.3% | -18.7% | +251.0% | +186.9% |
| All | +319.7% | -9.0% | +328.7% | +264.1% |
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