+93.4%
SMH vs PCOR
-23.7%
+117.1%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.6% | +3.7% | -0.1% |
| 7D | +4.3% | -9.0% | +13.3% | +3.9% |
| 30D | +0.9% | -7.0% | +7.8% | +0.6% |
| 3M | -2.8% | +18.3% | -21.2% | -0.7% |
| 6M | +45.6% | -7.8% | +53.4% | +49.3% |
| YTD | +59.5% | -25.6% | +85.1% | +70.9% |
| 1Y | +93.4% | -22.7% | +116.1% | +109.3% |
| All | +93.4% | -23.7% | +117.1% | +109.3% |
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